[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:

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