Approximating the Probability Distribution of Functions of Random Variables: A New Approach
Year of publication: |
2004-05-01
|
---|---|
Authors: | Eriksson, Anders ; Forsberg, Lars ; Ghysels, Eric |
Institutions: | Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO) |
Subject: | normal inverse Gaussian | Edgeworth expansions | Gram-Charlier | distribution normale inverse gaussienne | expansions d'Edgeworth |
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