Some problems of asymptotic approximations of distributions
Zapiski Nauchnykh Seminarov POMI, Studies in the statistical estimation theory. Part I, Tome 74 (1977), pp. 118-138
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A new approach to obtaining transformations, reducing the relativ error of normal approximations to some distributions of mathematical statistics is proposed. A number of formulae is derived, which produce satisfactory approximation in tail areas.
@article{ZNSL_1977_74_a4,
author = {A. V. Makshanov and O. V. Shalaevskii},
title = {Some problems of asymptotic approximations of distributions},
journal = {Zapiski Nauchnykh Seminarov POMI},
pages = {118--138},
publisher = {mathdoc},
volume = {74},
year = {1977},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/ZNSL_1977_74_a4/}
}
A. V. Makshanov; O. V. Shalaevskii. Some problems of asymptotic approximations of distributions. Zapiski Nauchnykh Seminarov POMI, Studies in the statistical estimation theory. Part I, Tome 74 (1977), pp. 118-138. http://geodesic.mathdoc.fr/item/ZNSL_1977_74_a4/