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- Non-asymptotic results for Cornish-Fisher expansions
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- scientific article; zbMATH DE number 4052785
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Cites work
- A formula to improve score test statistics
- 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
- Generalized Asymptotic Expansions of Cornish-Fisher Type
- Generalized bartlett correction
- Higher order monotone Bartlett-type adjustment for some multivariate test statistics
- scientific article; zbMATH DE number 3940411 (Why is no real title available?)
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- Improvement on chi-squared approximation by monotone transformation
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- The distribution and quantiles of a function of parameter estimates
Cited in
(18)- Asymptotic expansions for the distribution of quadratic forms in normal variables
- Higher-order comparisons of asymptotic confidence intervals
- Second-order Chebyshev-Edgeworth and Cornish-Fisher expansions for distributions of statistics constructed from samples with random sizes
- Computation of the corrected Cornish-Fisher expansion using the response surface methodology: application to \textit{VaR} and \textit{CVaR}
- Cornish-Fisher expansions for sample autocovariances and other functions of sample moments of linear processes
- Higher-order approximations to the quantile of the distribution for a class of statistics in the first-order autoregression
- Adjusting Cornish-Fisher expansions and confidence intervals for the effect of roundoff
- The Cornish-Fisher expansion for a class of statistics in first order autoregression
- Non-asymptotic results for Cornish-Fisher expansions
- A synthetic control chart based on Cornish-Fisher expansions
- scientific article; zbMATH DE number 3909440 (Why is no real title available?)
- scientific article; zbMATH DE number 4032786 (Why is no real title available?)
- scientific article; zbMATH DE number 4052785 (Why is no real title available?)
- Cornish-Fisher expansions about the \(F\)-distribution
- HIGHER ORDER RELATIONS BETWEEN CORNISH-FISHER EXPANSIONS AND INVERSIONS OF SADDLEPOINT APPROXIMATIONS
- The cornish-fisher expansion for estimating percentage points: a numerical perspective
- Expansions about the gamma for the distribution and quantiles of a standard estimate
- Cornish-Fisher expansions using sample cumulants and monotonic transformations
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