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Approximating the Percentage Points of Greenwood's Statistic with Cornish-Fisher Expansions

机译：用Cornish-Fisher扩展近似格林伍德统计量的百分点

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Cornish-Fisher expansion (CFE) is suggested to approximate the percentage points for the Greenwood Statistic (GS). Monte Carlo results show that CFE of the upper percentage points of GS work quite well for not too small sample sizes.

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Does, R. J. M. M.; Helmers, R.; Klaassen, C. A. J.;
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年度 1984
页码 p.1-10
总页数 10
原文格式 PDF
正文语种 eng
中图分类工业技术;
关键词
Statistical analysis; Asymptotic methods; Monte carlo method; Approximation; Estimating; Probability theory;

机译：统计分析;渐近方法;蒙特卡罗方法;逼近;估计;概率论;

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专利

1. SECOND-ORDER CHEBYSHEV-EDGEWORTH AND CORNISH-FISHER EXPANSIONS FOR DISTRIBUTIONS OF STATISTICS CONSTRUCTED FROM SAMPLES WITH RANDOM SIZES [J] . G. Christoph, M. M. Monakhov, V. V. Ulyanov Journal of Mathematical Sciences . 2020,第5期

机译：随机大小样本构成的统计量的二阶契比雪夫边值和柯氏圆展开
2. The Cornish-Fisher expansion for a class of statistics in first order autoregression [J] . Arevalillo Jorge M. Communications in Statistics . 2016,第11a12期

机译：一阶自回归的一类统计量的Cornish-Fisher展开
3. Exact and approximate solutions of the infinite integrals of the asperity height distribution for the Greenwood-Williamson and the Greenwood-Tripp asperity contact models [J] . Jedynak Radoslaw Tribology International . 2019,第期

机译：Greenwood-Williamson和Greenwood-Tripp Tsiterity触点型号的无限积分的精确和近似解
4. Operational Risk Measurement: A Nonparametric Approach Using Cornish-Fisher Expansion [C] . Feng Jichuang, Li Jianping, Chen Jianming, 2011 Fourth International Conference on Business Intelligence and Financial Engineering . 2011

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5. The use of Cornish-Fisher expansion and nonparametric bootstrap confidence intervals for process capability indices. [D] . Mohsen, Hassan Abdallah. 1997

机译：将Cornish-Fisher展开和非参数自举置信区间用于过程能力指数。
6. A Revised Model of Anatomically Modern Human Expansions Out of Africa through a Machine Learning Approximate Bayesian Computation Approach [O] . Maria Teresa Vizzari, Andrea Benazzo, Guido Barbujani, 2020

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7. Approximating the distribution of Greenwood's statistic [O] . Does, R.J.M.M., Helmers, Roelof, Klaassen, Chris 1988

机译：近似格林伍德统计量的分布
8. Further Percentage Points for Greenwood's Statistic [R] . Stephens, M. A. 1980

机译：格林伍德统计的进一步百分点

Approximating the Percentage Points of Greenwood's Statistic with Cornish-Fisher Expansions

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