A simple expression for the multivariate Hermite polynomials

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.

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Bibliographic Details
Published in:Statistics & probability letters 2000-04, Vol.47 (2), p.165-169
Main Author: Withers, C.S.
Format: Article
Language:English
Subjects:
Edgeworth expansions
Exact sciences and technology
Hermite polynomials
Mathematics
Multivariate
Multivariate Hermite polynomials Edgeworth expansions
Probability and statistics
Probability theory and stochastic processes
Probability theory on algebraic and topological structures
Sciences and techniques of general use
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Description
Summary: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.
ISSN:0167-7152
1879-2103
DOI:10.1016/S0167-7152(99)00153-4