A simple expression for the multivariate Hermite polynomials

C. S. Withers

Statistics & Probability Letters, 2000, vol. 47, issue 2, 165-169

Abstract: We give a simple method for obtaining the multivariate Hermite polynomials. Explicitly we give all of them up to order three: these are needed for the second-order Edgeworth expansions for the distribution and density of most standardised vector estimates.

Keywords: Multivariate; Hermite; polynomials; Edgeworth; expansions (search for similar items in EconPapers)
Date: 2000
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Citations: View citations in EconPapers (18)

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