Second-order Chebyshev-Edgeworth and Cornish-Fisher expansions for distributions of statistics constructed from samples with random sizes
DOI10.1007/S10958-020-04655-XzbMATH Open1453.62378OpenAlexW2771680782MaRDI QIDQ2199131FDOQ2199131
Authors: Gerd Christoph, M. M. Monakhov, V. V. Ulyanov 
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
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Cited In (6)
- Transfer theorems concerning asymptotic expansions for the distribution functions of statistics based on samples with random sizes
- Title not available (Why is that?)
- Noncentral Wishart matrices, asymptotic normality of vec and smooth statistics
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- Computation of the corrected Cornish-Fisher expansion using the response surface methodology: application to \textit{VaR} and \textit{CVaR}
- An algorithm for simulation in mixed models with crossed factors considering the sample sizes as random
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