Enviar artigo por via de e-mail Non-Asymptotic Results for Cornish–Fisher Expansions*
- Autores: Ulyanov V.V.1, Aoshima M.2, Fujikoshi Y.3
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Afiliações:
- Faculty of Computational Mathematics and Cybernetics, Lomonosov Moscow State University and National Research University Higher School of Economics (HSE)
- Institute of Mathematics, University of Tsukuba
- Department of Mathematics, Hiroshima University
- Edição: Volume 218, Nº 3 (2016)
- Páginas: 363-368
- Seção: Article
- URL: https://journals.rcsi.science/1072-3374/article/view/238240
- DOI: https://doi.org/10.1007/s10958-016-3036-2
- ID: 238240
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Resumo
We get the computable error bounds for generalized Cornish–Fisher expansions for quantiles of statistics provided that the computable error bounds for Edgeworth–Chebyshev type expansions for distributions of these statistics are known. The results are illustrated by examples.
Sobre autores
V. Ulyanov
Faculty of Computational Mathematics and Cybernetics, Lomonosov Moscow State University and National Research University Higher School of Economics (HSE)
Autor responsável pela correspondência
Email: vulyanov@cs.msu.ru
Rússia, Moscow
M. Aoshima
Institute of Mathematics, University of Tsukuba
Email: vulyanov@cs.msu.ru
Japão, Tsukuba
Y. Fujikoshi
Department of Mathematics, Hiroshima University
Email: vulyanov@cs.msu.ru
Japão, Higashi-Hiroshima
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