Generalized Cornish-Fisher expansions

DOI10.1007/S00574-011-0012-9zbMATH Open1237.62026OpenAlexW1966164119MaRDI QIDQ420541FDOQ420541

Authors: Christopher S. Withers, Saralees Nadarajah 

Publication date: 22 May 2012

Published in: Bulletin of the Brazilian Mathematical Society. New Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00574-011-0012-9

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zbMATH Keywords

asymptotic normalitychi-squaredHill-DavisStudent distribution

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Limit theorems in probability theory (60F99)

Cites Work

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• A modified score test statistic having chi-squared distribution to order \(n^{-1}\)
• Expansions for the distribution and quantiles of a regular functional of the empirical distribution with applications to nonparametric confidence intervals
• The distribution and quantiles of a function of parameter estimates
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• Generalized Asymptotic Expansions of Cornish-Fisher Type
• Higher order monotone Bartlett-type adjustment for some multivariate test statistics
• TESTING FOR NORMALITY
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• Miscellanea. Local power of three classic criteria in generalised linear models with unknown dispersion
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Cited In (11)

• A synthetic control chart based on Cornish-Fisher expansions
• Cornish-Fisher expansions about the \(F\)-distribution
• Asymptotic expansions for the distribution of quadratic forms in normal variables
• Cornish-Fisher expansions using sample cumulants and monotonic transformations
• Adjusting Cornish-Fisher expansions and confidence intervals for the effect of roundoff
• Title not available (Why is that?)
• Expansions about the gamma for the distribution and quantiles of a standard estimate
• Cornish-Fisher expansions for sample autocovariances and other functions of sample moments of linear processes
• Title not available (Why is that?)
• Title not available (Why is that?)
• Higher-order comparisons of asymptotic confidence intervals

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