Generalized Asymptotic Expansions of Cornish-Fisher Type

• 1 August 1968
• journal article
• Published by Institute of Mathematical Statistics in The Annals of Mathematical Statistics
• Vol. 39  (4) , 1264-1273
• https://doi.org/10.1214/aoms/1177698251

Abstract

Keywords

• CUMULANT
• GENERALIZED INVERSE
• DIFFERENTIAL OPERATORS
• LIKELIHOOD RATIO
• DISTRIBUTION FUNCTION
• HERMITE POLYNOMIAL
• SUM OF PRODUCTS
• ASYMPTOTIC EXPANSION