Algorithm AS 269: High Order Cornish-Fisher Expansion
Authors:
- Yoong-Sin LeeYLYoong-Sin Lee
- Ting-Kwong LinTLTing-Kwong Lin
- 1 January 1992
- journal article
- Published by JSTOR in Journal of the Royal Statistical Society Series C: Applied Statistics
- Vol. 41 (1) , 233