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

DOI10.1007/BF00773677zbMath0772.62009MaRDI QIDQ1260714

Ryuei Nishii

Publication date: 25 August 1993

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

zbMATH Keywords

saddlepoint approximationexponential familyexponential tiltingstable distributionmean functionpower transformationpower variance functionexponential dispersion modelabsolutely convergent Gram-Charlier expansionnormalizing Box-Cox transformationtransformation to normality

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20)

Related Items (1)

Convergence of the gram-charier expansion of the signed log likelihood ratio

Cites Work

• On the bell-shape of stable densities
• Survival models for heterogeneous populations derived from stable distributions
• Uniform saddlepoint approximations
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