On cornish-fisher expansions with unknown cumulants

DOI10.1080/03610927508827312zbMath0339.62014OpenAlexW2022759755MaRDI QIDQ4107762

Henry L. Gray, E. D. McCune

Publication date: 1975

Published in: Communications in Statistics (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/2346/20375

Mathematics Subject Classification ID

Point estimation (62F10)

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Modified Edgeworth and Cornish-Fisher Expansions with Unknown Cumulants and no Singularities, An approximation to percentiles of a variable of the bivariate normal distribution when the other variable is truncated, with applications