Cornish–Fisher Expansions

Author:

Fujikoshi Yasunori,Ulyanov Vladimir V.

Publisher

Springer Singapore

Reference24 articles.

1. Christoph, G., Ulyanov, V. V., & Fujikoshi, Y. (2013). Accurate approximation of correlation coefficients by short Edgeworth–Chebyshev expansion and its statistical applications. Springer Proceedings in Mathematics and Statistics, 33, 239–260.

2. Cordeiro, G. M., & de Paula Ferrari, S. L. (1991). A modified score test statistic having chi-squared distribution to order $$n^{-1}$$. Biometrika, 78, 573–582.

3. Cornish, E. A., & Fisher, R. A. (1937). Moments and cumulants in the specification of distributions. Revue de l’Institut international de Statistique, 4, 307–320.

4. Enoki, H., & Aoshima, M. (2004). Transformations with improved chi-squared approximations. In Proceedings of Symposium, Research Institute for Mathematical Science, Kyoto University (Vol. 1380, pp. 160–181).

5. Enoki, H., & Aoshima, M. (2006). Transformations with improved asymptotic approximations and their accuracy. SUT Journal of Mathematics, 42(1), 97–122.

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