On methods of asymptotic approximation for multivariate distributions
- 1 December 1967
- journal article
- Published by Oxford University Press (OUP) in Biometrika
- Vol. 54 (3-4) , 367-383
- https://doi.org/10.1093/biomet/54.3-4.367
Abstract
Methods are discussed for producing Edgeworth expansions, and the validity of the expansions is examined. Algorithms for perturbation approximations in multivariate statistics are presented, in general and for the cases of principal components, canonical analysis and discriminant analysis. The algorithms are suitable for implementation in a system of computerized algebra.Keywords
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