Algorithm AS 269: Higher-Order Cornish Fisher Expansion

• المؤلفون الرئيسيون: Lee, Y. S., LIN, Ting Kwong
• التنسيق: text
• اللغة: English
• منشور في: Institutional Knowledge at Singapore Management University 1992
• الموضوعات: Econometrics
• الوصول للمادة أونلاين: https://ink.library.smu.edu.sg/soe_research/108
• المؤسسة: Singapore Management University

Evaluates the application of the Cornish-Fosher expansion for the numerical determination of distributions. Algorithm; Structure; Accuracy; Limitations.