Show that the mode of a density that can be approximated by an Edgeworth series occurs at
Question:
Show that the mode of a density that can be approximated by an Edgeworth series occurs at xˆ
i = −κ
i,j,kκj,k/2 + O (n
−3/2).
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Related Book For
Tensor Methods In Statistics Monographs On Statistics And Applied Probability
ISBN: 9781315898018
1st Edition
Authors: Peter McCullagh
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