ON THE DERIVATION AND COMPUTATION OF THE CORNISH‐FISHER EXPANSION

DOI10.1111/j.1467-842X.1992.tb01060.xzbMath0825.62367OpenAlexW2084611196MaRDI QIDQ4696448

Moy Chee Lee, Yoong-Sin Lee

Publication date: 29 June 1993

Published in: Australian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-842x.1992.tb01060.x

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Approximations to statistical distributions (nonasymptotic) (62E17)

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