Interpolation Rules Suggested by Asymptotic Expansions
基于Edgeworth和Cornish-Fisher展开提出一种简单插值规则,无需显式计算展开项即可高精度近似分布或分位数。
We suggest a simple interpolation rule, based on Edgeworth and Cornish-Fisher expansions, which permits highly accurate numerical approximation in problems involving calculation of distributions or quantiles without requiring explicit calculation of terms in the expansions.