Cornish-Fisher expansions for functionals of the weighted partial sum empirical distribution
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Publication:2157408
DOI10.1007/s11009-021-09894-2zbMath1491.62016OpenAlexW3201568945MaRDI QIDQ2157408
Christopher S. Withers, Saralees Nadarajah
Publication date: 28 July 2022
Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11009-021-09894-2
Asymptotic distribution theory in statistics (62E20) Nonparametric tolerance and confidence regions (62G15) Approximations to statistical distributions (nonasymptotic) (62E17) Sequential statistical analysis (62L10)
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