Pages that link to "Item:Q3178631"
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The following pages link to The Cornish-Fisher expansion for a class of statistics in first order autoregression (Q3178631):
Displaying 6 items.
- Non-asymptotic results for Cornish-Fisher expansions (Q341743) (← links)
- Cornish-Fisher expansions using sample cumulants and monotonic transformations (Q642218) (← links)
- Computation of the corrected Cornish-Fisher expansion using the response surface methodology: application to \textit{VaR} and \textit{CVaR} (Q2288917) (← links)
- Higher-order approximations to the quantile of the distribution for a class of statistics in the first-order autoregression (Q2513928) (← links)
- HIGHER ORDER RELATIONS BETWEEN CORNISH-FISHER EXPANSIONS AND INVERSIONS OF SADDLEPOINT APPROXIMATIONS (Q4210846) (← links)
- The cornish-fisher expansion for estimating percentage points: a numerical perspective (Q4387665) (← links)