Мақаланы E-mail арқылы жіберу Non-Asymptotic Results for Cornish–Fisher Expansions*
- Авторлар: Ulyanov V.V.1, Aoshima M.2, Fujikoshi Y.3
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Мекемелер:
- 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
- Шығарылым: Том 218, № 3 (2016)
- Беттер: 363-368
- Бөлім: Article
- URL: https://bakhtiniada.ru/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.
Авторлар туралы
V. Ulyanov
Faculty of Computational Mathematics and Cybernetics, Lomonosov Moscow State University and National Research University Higher School of Economics (HSE)
Хат алмасуға жауапты Автор.
Email: vulyanov@cs.msu.ru
Ресей, Moscow
M. Aoshima
Institute of Mathematics, University of Tsukuba
Email: vulyanov@cs.msu.ru
Жапония, Tsukuba
Y. Fujikoshi
Department of Mathematics, Hiroshima University
Email: vulyanov@cs.msu.ru
Жапония, Higashi-Hiroshima
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