EconPapers    
Economics at your fingertips  
 

On the finite series expansion of multivariate characteristic functions

Stephen J. Wolfe

Journal of Multivariate Analysis, 1973, vol. 3, issue 3, 328-335

Abstract: Three theorems are obtained that relate the asymptotic behavior of a distribution function with the behavior of its characteristic function at the origin. These theorems generalize one dimensional results that have been obtained by the author and by others.

Keywords: Multivariate; characteristic; function; multivariate; distribution; function (search for similar items in EconPapers)
Date: 1973
References: Add references at CitEc
Citations:

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/0047-259X(73)90045-6
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:jmvana:v:3:y:1973:i:3:p:328-335

Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

Access Statistics for this article

Journal of Multivariate Analysis is currently edited by de Leeuw, J.

More articles in Journal of Multivariate Analysis from Elsevier
Bibliographic data for series maintained by Catherine Liu ().

 
Page updated 2025-03-19
Handle: RePEc:eee:jmvana:v:3:y:1973:i:3:p:328-335