Generalized Cornish-Fisher expansions

DOI10.1007/s00574-011-0012-9zbMath1237.62026MaRDI QIDQ420541

Saralees Nadarajah, Christopher S. Withers

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

zbMATH Keywords

asymptotic normality; chi-squared; Hill-Davis; Student distribution

Mathematics Subject Classification ID

62E20: Asymptotic distribution theory in statistics

60F99: Limit theorems in probability theory

Related Items

Cornish-Fisher expansions about the \(F\)-distribution, Expansions about the gamma for the distribution and quantiles of a standard estimate

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