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Convergence of the Gram-Charlier expansion after the normalizing Box-Cox transformation - MaRDI portal

Convergence of the Gram-Charlier expansion after the normalizing Box-Cox transformation (Q1260714)

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scientific article; zbMATH DE number 370586
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English
Convergence of the Gram-Charlier expansion after the normalizing Box-Cox transformation
scientific article; zbMATH DE number 370586

    Statements

    Convergence of the Gram-Charlier expansion after the normalizing Box-Cox transformation (English)
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    25 August 1993
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    normalizing Box-Cox transformation
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    exponential dispersion model
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    exponential tilting
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    power variance function
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    saddlepoint approximation
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    stable distribution
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    transformation to normality
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    exponential family
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    mean function
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    power transformation
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    absolutely convergent Gram-Charlier expansion
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