Effects of transformations in higher order asymptotic expansions (Q1086942)

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scientific article; zbMATH DE number 3986428
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Effects of transformations in higher order asymptotic expansions
scientific article; zbMATH DE number 3986428

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    Effects of transformations in higher order asymptotic expansions (English)
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    1986
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    Approximate formulae using a large number of terms of Edgeworth type asymptotic expansions for the distributions of statistics often produce spurious oscillations and give poor fits to the exact distribution functions in parts of the tails. A general method for suppressing these oscillations and evoking more accurate approximations is introduced here.
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    Hermite polynomials
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    Approximate formulae
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    Edgeworth type asymptotic expansions
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    tails
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    oscillations
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