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Making Cornish–Fisher Distributions Fit
John Douglas Lamb
, M.E. Monville, Kai-Hong Tee
Business Management
Loughborough University
Varian Medical Systems
Research output
:
Working paper
58
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Mathematics
Kurtosis
100%
Skewness
93%
Conditional Value at Risk
84%
Value at Risk
38%
Quantile Function
34%
Continuously differentiable
31%
Goodness of Fit Test
30%
Drawing
28%
Range of data
17%
Generalization
14%
Estimate
13%