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渐近展开式建议的插值规则

Interpolation Rules Suggested by Asymptotic Expansions

Biometrika · 1992
被引 0
ABS 4

中文导读

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。

Abstract

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.

数学统计学数值计算