Correction to Algorithm AS 269: Higher-Order Cornish Fisher Expansion

Author

Y. S. Lee
Ting Kwong LIN, Singapore Management UniversityFollow

Publication Type

Journal Article

Publication Date

1993

Discipline

Econometrics

Research Areas

Econometrics

Publication

Applied Statistics

Volume

42

Issue

1

First Page

268

Last Page

269

ISSN

0035-9254

Identifier

10.2307/2347433

Publisher

Royal Statistical Society

Citation

Lee, Y. S. and LIN, Ting Kwong. Correction to Algorithm AS 269: Higher-Order Cornish Fisher Expansion. (1993). Applied Statistics. 42, (1), 268-269.
Available at: https://ink.library.smu.edu.sg/soe_research/109

Additional URL

https://doi.org/10.2307/2347433