Generalized Cornish-Fisher expansions
From MaRDI portal
Publication:420541
Recommendations
- Non-asymptotic results for Cornish-Fisher expansions
- Cornish-Fisher expansions about the \(F\)-distribution
- A generalized Davenport expansion
- Generalized Zeckendorf expansions
- scientific article; zbMATH DE number 4052785
- Cornish-Fisher expansions for Poisson and negative binomial processes
- scientific article; zbMATH DE number 7619505
- Generalized expansion systems similar to orthogonal ones
Cites work
- scientific article; zbMATH DE number 3940411 (Why is no real title available?)
- scientific article; zbMATH DE number 472965 (Why is no real title available?)
- scientific article; zbMATH DE number 3443655 (Why is no real title available?)
- 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
- Improvement on chi-squared approximation by monotone transformation
- Miscellanea. Local power of three classic criteria in generalised linear models with unknown dispersion
- Modified maximum likelihood estimation in one-parameter exponential family models
- Monotonic improved critical values for two \(\chi^{2}\) asymptotic criteria
- Nonparametric confidence intervals for functions of several distributions
- On the Formulation of Wald Tests of Nonlinear Restrictions
- On the validity of the formal Edgeworth expansion
- Statistical distributions in univariate and multivariate Edgeworth populations
- TESTING FOR NORMALITY
- The distribution and quantiles of a function of parameter estimates
Cited in
(16)- A synthetic control chart based on Cornish-Fisher expansions
- Cornish-Fisher expansions about the \(F\)-distribution
- Cornish-Fisher expansions using sample cumulants and monotonic transformations
- Asymptotic expansions for the distribution of quadratic forms in normal variables
- Adjusting Cornish-Fisher expansions and confidence intervals for the effect of roundoff
- Expansions about the gamma for the distribution and quantiles of a standard estimate
- scientific article; zbMATH DE number 4052785 (Why is no real title available?)
- Cornish-Fisher expansions for sample autocovariances and other functions of sample moments of linear processes
- Non-asymptotic results for Cornish-Fisher expansions
- scientific article; zbMATH DE number 3909440 (Why is no real title available?)
- 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
This page was built for publication: Generalized Cornish-Fisher expansions
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q420541)