Convergence of the Gram-Charlier expansion after the normalizing Box-Cox transformation
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Publication:1260714
DOI10.1007/BF00773677zbMath0772.62009MaRDI QIDQ1260714
Publication date: 25 August 1993
Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)
saddlepoint approximation; exponential family; exponential tilting; stable distribution; mean function; power transformation; power variance function; exponential dispersion model; absolutely convergent Gram-Charlier expansion; normalizing Box-Cox transformation; transformation to normality
62E20: Asymptotic distribution theory in statistics
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