Edgeworth-Cornish-Fisher-Hill-Davis expansions for normal and non-normal limits via Bell polynomials
DOI10.1080/17442508.2014.1002785zbMATH Open1360.60058OpenAlexW1981818415MaRDI QIDQ2804010FDOQ2804010
Authors: Christopher S. Withers, Saralees Nadarajah 
Publication date: 27 April 2016
Published in: Stochastics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/17442508.2014.1002785
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Cites Work
- A simple expression for the multivariate Hermite polynomials
- Edgeworth expansions for realized volatility and related estimators
- Generalized Asymptotic Expansions of Cornish-Fisher Type
- Asymptotic constants for minimal distance in the central limit theorem
- Accurate distribution and its asymptotic expansion for the tetrachoric correlation coefficient
- Expressions for the normal distribution and repeated normal integrals
- New expressions for repeated upper tail integrals of the normal distribution
- Inversion theorems for functions with power series in a parameter
- Optimizing lengths of confidence intervals: fourth-order efficiency in location models
Cited In (7)
- Saddlepoint expansions in terms of Bell polynomials
- Charlier and Edgeworth expansions for distributions and densities in terms of Bell polynomials
- Title not available (Why is that?)
- Expansions about the gamma for the distribution and quantiles of a standard estimate
- Cumulants and expansions for sums of log-normals
- Inversion theorems for functions with power series in a parameter
- Title not available (Why is that?)
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