Convergence of the Gram-Charlier expansion after the normalizing Box-Cox transformation (Q1260714)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Convergence of the Gram-Charlier expansion after the normalizing Box-Cox transformation
scientific article

    Statements

    Convergence of the Gram-Charlier expansion after the normalizing Box-Cox transformation (English)
    0 references
    0 references
    0 references
    25 August 1993
    0 references
    0 references
    normalizing Box-Cox transformation
    0 references
    exponential dispersion model
    0 references
    exponential tilting
    0 references
    power variance function
    0 references
    saddlepoint approximation
    0 references
    stable distribution
    0 references
    transformation to normality
    0 references
    exponential family
    0 references
    mean function
    0 references
    power transformation
    0 references
    absolutely convergent Gram-Charlier expansion
    0 references