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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English | 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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