Cornish-Fisher expansions about the \(F\)-distribution (Q419561): Difference between revisions
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Property / DOI | |||
Property / DOI: 10.1016/j.amc.2012.02.013 / rank | |||
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Property / Mathematics Subject Classification ID: 62E17 / rank | |||
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Property / zbMATH DE Number: 6036588 / rank | |||
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approximations | |||
Property / zbMATH Keywords: approximations / rank | |||
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Cornish-Fisher expansions | |||
Property / zbMATH Keywords: Cornish-Fisher expansions / rank | |||
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cumulants | |||
Property / zbMATH Keywords: cumulants / rank | |||
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\(F\) distribution | |||
Property / zbMATH Keywords: \(F\) distribution / rank | |||
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Hill-Davis expansions | |||
Property / zbMATH Keywords: Hill-Davis expansions / rank | |||
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percentile | |||
Property / zbMATH Keywords: percentile / rank | |||
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Property / MaRDI profile type: MaRDI publication profile / rank | |||
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Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1016/j.amc.2012.02.013 / rank | |||
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Property / OpenAlex ID | |||
Property / OpenAlex ID: W2005469561 / rank | |||
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Property / cites work | |||
Property / cites work: Generalized Asymptotic Expansions of Cornish-Fisher Type / rank | |||
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Property / cites work | |||
Property / cites work: Q4839745 / rank | |||
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Property / cites work: Accurate distribution and its asymptotic expansion for the tetrachoric correlation coefficient / rank | |||
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Property / cites work: Asymptotic constants for minimal distance in the central limit theorem / rank | |||
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Property / cites work: The distribution and quantiles of a function of parameter estimates / rank | |||
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Property / cites work: Q3711456 / rank | |||
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Property / cites work: Generalized Cornish-Fisher expansions / rank | |||
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Property / cites work: Edgeworth expansions for realized volatility and related estimators / rank | |||
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Property / DOI | |||
Property / DOI: 10.1016/J.AMC.2012.02.013 / rank | |||
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Latest revision as of 17:02, 9 December 2024
scientific article
Language | Label | Description | Also known as |
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English | Cornish-Fisher expansions about the \(F\)-distribution |
scientific article |
Statements
Cornish-Fisher expansions about the \(F\)-distribution (English)
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18 May 2012
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approximations
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Cornish-Fisher expansions
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cumulants
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\(F\) distribution
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Hill-Davis expansions
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percentile
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