Non-asymptotic results for Cornish-Fisher expansions

DOI10.1007/s10958-016-3036-2zbMath1353.62023arXiv1604.00539OpenAlexW3105245027MaRDI QIDQ341743

Makoto Aoshima, Yasunori Fujikoshi, Vladimir V. Ulyanov

Publication date: 17 November 2016

Published in: Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1604.00539

zbMATH Keywords

statistical inferenceCornish-Fisher expansionexact distributioncomputable error boundsEdgeworth-Chebyshev type expansionsnon-asymptotic resultsampling distribution

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Approximations to statistical distributions (nonasymptotic) (62E17)

Related Items

Second-order Chebyshev-Edgeworth and Cornish-Fisher expansions for distributions of statistics constructed from samples with random sizes ⋮ Unnamed Item

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