On cornish-fisher expansions with unknown cumulants

Open Access

1 January 1975

journal article
research article
Published by Taylor & Francis in Communications in Statistics

Vol. 4 (11) , 1043-1055
https://doi.org/10.1080/03610927508827312

Abstract

In this paper a new method of approximating the quantiles of one distribution by the quantiles of another is introduced. The method is essentially a modification of the Cornish-Fisher technique which eliminates the necessity of knowing the cumulants of the distribution involved.

Keywords

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