Algorithm AS 269: Higher-Order Cornish Fisher Expansion
Evaluates the application of the Cornish-Fosher expansion for the numerical determination of distributions. Algorithm; Structure; Accuracy; Limitations.
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| Main Authors: | , |
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| Format: | text |
| Language: | English |
| Published: |
Institutional Knowledge at Singapore Management University
1992
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| Subjects: | |
| Online Access: | https://ink.library.smu.edu.sg/soe_research/108 |
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| Institution: | Singapore Management University |
| Language: | English |