Expansions about the Gamma for the Distribution and Quantiles of a Standard Estimate
Expansions about the Gamma for the Distribution and Quantiles of a Standard Estimate
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DOI：
10.1007/s11009-013-9328-9
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发表时间：
2012-10
影响因子：
0.9
通讯作者：
C. Withers;S. Nadarajah
中科院分区：
文献类型：
--
作者：
C. Withers;S. Nadarajah
我们给扩展的分布，密度和分位数的估计，建立在结果的康沃尔语，费舍尔，希尔，戴维斯和作者。估计被假定为非格的标准展开其累积量。通过扩展具有匹配偏度的偏度变量，可以大大减少给定精度水平所需的项的数量。构建块推广了Hermite多项式。我们证明了关于伽玛的扩展。
We give expansions for the distribution, density, and quantiles of an estimate, building on results of Cornish, Fisher, Hill, Davis and the authors. The estimate is assumed to be non-lattice with the standard expansions for its cumulants. By expanding about a skew variable with matched skewness, one can drastically reduce the number of terms needed for a given level of accuracy. The building blocks generalize the Hermite polynomials. We demonstrate with expansions about the gamma.