 About 1,690 results  books.google.com 
 books.google.com These higherorder expansions for quantiles are essentially obtained from
recursively inverted Edgeworth expansions, starting with the normal quantile as
the initial approximation. They are called CornishFisher expansions. We briefly ... 

 books.google.com ... not differ substantially, then the nonlinearity of the payoff has not substantially
altered the P&L distribution relative to normality. The CornishFisher expansion is
an asymptotic expansion for the inverse pdf for a general distribution function. 

 books.google.com expansion for the density (which contains the Gaussian approximation and first
term expansion) is l 1+ t 'n)) nlfzig it n1”): ... 4.1.5 Asymptotic Expansions
Asymptotic expansions like the Edgeworth and Cornish—Fisher expansions are
widely ... 

 books.google.com Asymptotic expansions for least squares estimators in multiple regression,
without the assumption of normal errors, may be found in Ivanov and Zwanzig [54
] and ... The CornishFisher expansions first appear in Cornish and Fisher [31]. 

 books.google.com POWERFUL RANK TESTS ASYMPTOTIC EFFICIENCY OF CERTAIN LOCALLY
MOST AMS 61 88 COMPARATIVE ... OF THE DISTRIBU BIOKA66 258
GENERALIZED ASYMPTOTIC EXPANSIONS OF CORNISHFISHER TYPE AMS
68 1264 ... 

 books.google.com The (equally weighted) sample skewness and kurtosis of a series of n
observations are calculated as follows where the ... the shape of an entire
distributional form merely from its moments uses the CornishFisher asymptotic
expansion; see, ... 

 books.google.com 1 physical 5 CornishFisher asymptotic expansions _ 935 Correlation . ... 238,
243 Coulomb wave functions 509, 537 asymptotic behavior of 542 asymptotic
expansions of 540 computation of 543 differential equation 538 expansions in
terms ... 

 books.google.com CornishFisher Asymptotic Expansion 563 where f is the number of pairs (i, j)
whose. Copula p  (unless all an — 0). Cordiform Projection WERNER
PROJECTION References Beesack, P. R. "On Some Integral Inequalities of E. T.
Cop son. 

 books.google.com Asymptotic Expansions of an Arbitrary Probability Density Function and
Distribution Function 496 Asymptotic Expansions for the Inverse Function of an
Arbitrary Distribution Function 497 Auxiliary Coefficients for Use with the Cornish
Fisher ... 

 