Generalized Cornish-Fisher expansions (Q420541)

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Language	Label	Description	Also known as
English	Generalized Cornish-Fisher expansions	scientific article

Statements

scholarly article

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Generalized Cornish-Fisher expansions (English)

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Christopher S. Withers

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Saralees Nadarajah

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Bulletin of the Brazilian Mathematical Society. New Series

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publication date

22 May 2012

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zbMATH Keywords

asymptotic normality

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chi-squared

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Hill-Davis

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Student distribution

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1007/s00574-011-0012-9

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On the validity of the formal Edgeworth expansion

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Modified maximum likelihood estimation in one-parameter exponential family models

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A modified score test statistic having chi-squared distribution to order <i>n</i><sup>−1</sup>

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Generalized bartlett correction

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A formula to improve score test statistics

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Statistical distributions in univariate and multivariate Edgeworth populations

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Miscellanea. Local power of three classic criteria in generalised linear models with unknown dispersion

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Monotonic improved critical values for two \(\chi^{2}\) asymptotic criteria

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Improvement on chi-squared approximation by monotone transformation

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TESTING FOR NORMALITY

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Generalized Asymptotic Expansions of Cornish-Fisher Type

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Higher order monotone Bartlett-type adjustment for some multivariate test statistics

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On the Formulation of Wald Tests of Nonlinear Restrictions

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The distribution and quantiles of a function of parameter estimates

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Expansions for the distribution and quantiles of a regular functional of the empirical distribution with applications to nonparametric confidence intervals

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Nonparametric confidence intervals for functions of several distributions

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Identifiers

zbMATH Open document ID

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10.1007/s00574-011-0012-9

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Mathematics Subject Classification ID

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zbMATH DE Number

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Sitelinks

Mathematics(1 entry)

mardi Publication:420541

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