Algorithm AS 234: Approximating the Percentage Points of Simple Linear Rank Statistics with Cornish-Fisher Expansions
提出一种算法,利用Cornish-Fisher展开来近似计算简单线性秩统计量的百分位数,适用于统计推断和假设检验。
A. J. Koning, R. J. M. M. Does, Algorithm AS 234: Approximating the Percentage Points of Simple Linear Rank Statistics with Cornish-Fisher Expansions, Journal of the Royal Statistical Society. Series C (Applied Statistics), Vol. 37, No. 2 (1988), pp. 278-284