• A
  • A
  • A
  • ABC
  • ABC
  • ABC
  • А
  • А
  • А
  • А
  • А
Regular version of the site

Book chapter

On Cornish-Fisher expansions and its applications

P. 139-140.

We give new computable error bounds for short Cornish-Fisher expansions in terms of error bounds for approximation of distribution function of the original statistics