Second-order Chebyshev-Edgeworth and Cornish-Fisher expansions for distributions of statistics constructed from samples with random sizes
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Publication:2199131
DOI10.1007/s10958-020-04655-xzbMath1453.62378MaRDI QIDQ2199131
M. M. Monakhov, Vladimir V. Ulyanov, Gerd Christoph
Publication date: 16 September 2020
Published in: Journal of Mathematical Sciences (New York) (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10958-020-04655-x
62E20: Asymptotic distribution theory in statistics
62P05: Applications of statistics to actuarial sciences and financial mathematics
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