Message-ID: <Pine.LNX.4.44.0304221027330.31213-100000@stat10.stat.auckland.ac.nz>
Date: 2003-04-21T22:31:04Z
From: David Scott
Subject: Anyone familiar with Cumulants or good reference books?
In-Reply-To: <002401c30846$a7154db0$8bd75ba5@IE.TAMU.EDU>
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
_________________________________________________________________
David Scott Department of Statistics, Tamaki Campus
The University of Auckland, PB 92019
Auckland NEW ZEALAND
Phone: +64 9 373 7599 ext 86830 Fax: +64 9 373 7000
Email: d.scott at auckland.ac.nz
Graduate Officer, Department of Statistics
Webmaster, New Zealand Statistical Association:
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