Anyone familiar with Cumulants or good reference books?
On Mon, 21 Apr 2003, Feng Zhang wrote:
Hey, R-listers I want to get some statistical books on Cumulants for studying. So will you please give me some suggestions on these related books?
You are talking about classical statistical theory. I suggest as a
starting point Kendall and Stuart, Advanced Theory of Statistics. I think
this is in Volume 1. I am not familiar enough with it (and am not in my
office to check), but I would be surprised if you didn't find enough to
satisfy your needs in Lukacs, Characteristic Functions.
David Scott
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David Scott Department of Statistics, Tamaki Campus
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