Supplementary Materials for the Paper "Accuracy of the Normal Approximation to Quantiles of Standardized Sums: Minimum Number of Summands and Applicability of the Cornish–Fisher Expansion"
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| Format: | Recurso digital |
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2026
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| _version_ | 1866901963350736896 |
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| author | Bessarabskaya, Irina Bessarabskij, Aleksei |
| author_facet | Bessarabskaya, Irina Bessarabskij, Aleksei |
| contents | |
| format | Recurso digital |
| id | zenodo_https___doi_org_10_5281_zenodo_18776917 |
| institution | Zenodo |
| language | |
| publishDate | 2026 |
| publisher | Zenodo |
| record_format | zenodo |
| spellingShingle | Supplementary Materials for the Paper "Accuracy of the Normal Approximation to Quantiles of Standardized Sums: Minimum Number of Summands and Applicability of the Cornish–Fisher Expansion" Bessarabskaya, Irina Bessarabskij, Aleksei CLT Quantile-based risk measures Value-at-Risk Cornish-Fisher expansion quantile approximation error Monte Carlo simulation gamma distribution lognormal distribution |
| title | Supplementary Materials for the Paper "Accuracy of the Normal Approximation to Quantiles of Standardized Sums: Minimum Number of Summands and Applicability of the Cornish–Fisher Expansion" |
| topic | CLT Quantile-based risk measures Value-at-Risk Cornish-Fisher expansion quantile approximation error Monte Carlo simulation gamma distribution lognormal distribution |
| url | https://doi.org/10.5281/zenodo.18776917 |