%0 Journal Article
%T Expansions about the gamma for the distribution and quantiles of a standard estimate
%A C. S. Withers
%A S. Nadarajah
%J Statistics
%D 2012
%I arXiv
%X We give expansions for the distribution, density, and quantiles of an estimate, building on results of Cornish, Fisher, Hill, Davis and the authors. The estimate is assumed to be non-lattice with the standard expansions for its cumulants. By expanding about a skew variable with matched skewness, one can drastically reduce the number of terms needed for a given level of accuracy. The building blocks generalize the Hermite polynomials. We demonstrate with expansions about the gamma.
%U http://arxiv.org/abs/1210.4052v1