Publisher
Institute of Mathematical Statistics
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Cited by
11 articles.
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1. A weak Cramér condition and application to Edgeworth expansions;Electronic Journal of Probability;2017-01-01
2. Cornish–Fisher and Edgeworth Expansions;Wiley StatsRef: Statistics Reference Online;2014-09-29
3. Zero bias transformation and asymptotic expansions;Annales de l'Institut Henri Poincaré, Probabilités et Statistiques;2012-02-01
4. Stein’s method and zero bias transformation for CDO tranche pricing;Finance and Stochastics;2008-12-03
5. Cornish-Fisher and Edgeworth Expansions;Encyclopedia of Statistical Sciences;2006-08-15