Generalized Cornish-Fisher expansions
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Publication:420541
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- Adjusting Cornish-Fisher expansions and confidence intervals for the effect of roundoff
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- Computation of the corrected Cornish-Fisher expansion using the response surface methodology: application to \textit{VaR} and \textit{CVaR}
- scientific article; zbMATH DE number 4032786 (Why is no real title available?)
- Higher-order approximations to the quantile of the distribution for a class of statistics in the first-order autoregression
- Second-order Chebyshev-Edgeworth and Cornish-Fisher expansions for distributions of statistics constructed from samples with random sizes
- The Cornish-Fisher expansion for a class of statistics in first order autoregression
- Higher-order comparisons of asymptotic confidence intervals
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