电邮这篇文章 Non-Asymptotic Results for Cornish–Fisher Expansions*
- 作者: Ulyanov V.1, Aoshima M.2, Fujikoshi Y.3
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隶属关系:
- 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
- 期: 卷 218, 编号 3 (2016)
- 页面: 363-368
- 栏目: 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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详细
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.
作者简介
V. Ulyanov
Faculty of Computational Mathematics and Cybernetics, Lomonosov Moscow State University and National Research University Higher School of Economics (HSE)
编辑信件的主要联系方式.
Email: vulyanov@cs.msu.ru
俄罗斯联邦, Moscow
M. Aoshima
Institute of Mathematics, University of Tsukuba
Email: vulyanov@cs.msu.ru
日本, Tsukuba
Y. Fujikoshi
Department of Mathematics, Hiroshima University
Email: vulyanov@cs.msu.ru
日本, Higashi-Hiroshima
