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alexisderumigny
BoundEdgeworth:Bound on the Error of the First-Order Edgeworth Expansion
Computes uniform bounds on the distance between the cumulative distribution function of a standardized sum of random variables and its first-order Edgeworth expansion, following the article Derumigny, Girard, Guyonvarch (2023) <doi:10.1007/s13171-023-00320-y>.
Maintained by Alexis Derumigny. Last updated 7 months ago.
edgeworth-expansionprobability-boundsr-pkg
25.6 match 1 stars 3.30 score 1 scripts