[R] Anyone familiar with Cumulants or good reference books?

David Scott d.scott at auckland.ac.nz
Tue Apr 22 00:31:04 CEST 2003


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:
        http://www.stat.auckland.ac.nz/nzsa/



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