scientific article; zbMATH DE number 4052785

MaRDI QIDQ3788884zbMATH OpenFDO

Authors Kei Takeuchi, Akimichi Takemura

Publication date 1988

zbMATH Keywords

Cornish-Fisher expansiondegree of the polynomialmultivariate Cornish- Fisher expansionsvalidity

Mathematics Subject Classification ID

Series expansions (e.g., Taylor, Lidstone series, but not Fourier series) (41A58) Asymptotic approximations, asymptotic expansions (steepest descent, etc.) (41A60) Asymptotic distribution theory in statistics (62E20) Multivariate distribution of statistics (62H10)

Recommendations

• Non-asymptotic results for Cornish-Fisher expansions
• Generalized Cornish-Fisher expansions
• The Cornish-Fisher expansion for a class of statistics in first order autoregression
• Cornish-Fisher expansions about the \(F\)-distribution
• HIGHER ORDER RELATIONS BETWEEN CORNISH-FISHER EXPANSIONS AND INVERSIONS OF SADDLEPOINT APPROXIMATIONS

Cited in

(16)

• A proof of independent Bartlett correctability of nested likelihood ratio tests
• Higher-order Bartlett-type adjustment
• The d-variate vector Hermite polynomial of order k
• A simple expression for the multivariate Hermite polynomials
• Normal moments and Hermite polynomials
• Wiener-Hermite polynomial expansion for multivariate Gaussian probability measures
• Expansions for log densities of multivariate estimates
• Non-asymptotic results for Cornish-Fisher expansions
• Generalized Cornish-Fisher expansions
• Expansions for log densities of asymptotically normal estimates
• scientific article; zbMATH DE number 1436282 (Why is no real title available?)
• The VIX Future in Bergomi Models: Fast Approximation Formulas and Joint Calibration with S&P 500 Skew
• Power calculations and critical values for two-stage nonparametric testing regimes
• A fast algorithm for computing product moments of multivariate normal random variables
• On the properties of the anisotropic multivariate Hermite-Gauss functions
• Asymptotic expansions of the null distributions of some test statistics for profile analysis in general distributions

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3788884)