Отправить статью по E-mail Non-Asymptotic Results for Cornish–Fisher Expansions*
- Авторы: Ulyanov V.V.1, Aoshima M.2, Fujikoshi Y.3
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Учреждения:
- 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
- Выпуск: Том 218, № 3 (2016)
- Страницы: 363-368
- Раздел: 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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Аннотация
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.
Об авторах
V. Ulyanov
Faculty of Computational Mathematics and Cybernetics, Lomonosov Moscow State University and National Research University Higher School of Economics (HSE)
Автор, ответственный за переписку.
Email: vulyanov@cs.msu.ru
Россия, Moscow
M. Aoshima
Institute of Mathematics, University of Tsukuba
Email: vulyanov@cs.msu.ru
Япония, Tsukuba
Y. Fujikoshi
Department of Mathematics, Hiroshima University
Email: vulyanov@cs.msu.ru
Япония, Higashi-Hiroshima
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