• Title of article

    Expansions for the multivariate normal

  • Author/Authors

    Withers، نويسنده , , Christopher S. and Nadarajah، نويسنده , , Saralees، نويسنده ,

  • Issue Information
    دوفصلنامه با شماره پیاپی سال 2010
  • Pages
    6
  • From page
    1311
  • To page
    1316
  • Abstract
    Mehler gave an expansion for the standard bivariate normal density. Kibble extended it to a multivariate normal density whose covariance is a correlation matrix. We give extensions of these expansions for general covariances.
  • Keywords
    Bivariate normal distribution , Multivariate normal distribution , Multivariate Hermite polynomials
  • Journal title
    Journal of Multivariate Analysis
  • Serial Year
    2010
  • Journal title
    Journal of Multivariate Analysis
  • Record number

    1565427

    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=1565427