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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Year of publication:	2000
Authors:	Withers, C. S.
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 47.2000, 2, p. 165-169
Publisher:	Elsevier
Subject:	Multivariate Hermite polynomials Edgeworth expansions

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005319351