s-news
[Top] [All Lists]

Cornish Fisher for Gamma

To: s-news@lists.biostat.wustl.edu
Subject: Cornish Fisher for Gamma
From: Kamil Toth <kamiltoth@yahoo.com>
Date: Mon, 21 Jan 2008 13:53:26 -0800 (PST)
Domainkey-signature: a=rsa-sha1; q=dns; c=nofws; s=s1024; d=yahoo.com; h=X-YMail-OSG:Received:Date:From:Subject:To:MIME-Version:Content-Type:Content-Transfer-Encoding:Message-ID; b=2PDeDJasq8GCV4e5WWSAzx3YgSgbodwwoytzzuYfBx+ZGgZPz6LUwVeAFCcQCXSJ8qDmgbQImBPA+mPStNS8nR9IvRmrdCCBw+LR1BWJOKPxk9D5sDL1AyLqXDSU96uzEb0Cvg8lM87qfTfejBHJVjjzgdlai2hOdNKyo1FGAJE=;
Folks:
Does anybody knows any publications/S-PLUS functions/algorithms for computing the generalized Cornish-Fisher type expansion but with gamma distribution as the "base" function (instead of traditional normal)?
Thanks


Be a better friend, newshound, and know-it-all with Yahoo! Mobile. Try it now.
<Prev in Thread] Current Thread [Next in Thread>
  • Cornish Fisher for Gamma, Kamil Toth <=