The cornish-fisher expansion for estimating percentage points: a numerical perspective (Q4387665)

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scientific article; zbMATH DE number 1151754
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The cornish-fisher expansion for estimating percentage points: a numerical perspective
scientific article; zbMATH DE number 1151754

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    The cornish-fisher expansion for estimating percentage points: a numerical perspective (English)
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    16 November 1998
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    beta density
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    cumulants
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    Fisher's \(z\)
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    Johnson translation system
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    Johnson's \(S_B\)
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    Johnson's \(S_U\)
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    Levin algorithm
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    means of Type I
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    Padé algorithm
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    Pearson density cumulants
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    Pearson system
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    Pearson's Type II
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    percentage point algorithm
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