Rearranging Edgeworth–Cornish–Fisher expansions

Victor Chernozhukov, Ivan Fernandez-Val and Alfred Galichon

Economic Theory, 2010, vol. 42, issue 2, 419-435

Keywords: Edgeworth expansion; Cornish–Fisher expansion; Rearrangement; Higher order central limit theorem; D10; C50 (search for similar items in EconPapers)
Date: 2010
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Related works:
Working Paper: Rearranging Edgeworth-Cornish-Fisher Expansions (2013)
Working Paper: Rearranging Edgeworth-Cornish-Fisher Expansions (2010)
Working Paper: Rearranging Edgeworth-Cornish-Fisher Expansions (2010)
Working Paper: Rearranging Edgeworth-Cornish-Fisher expansions (2007)
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DOI: 10.1007/s00199-008-0431-z

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