Summary
Approximate formulae using a large number of terms of Edgeworth type asymptotic expansions for the distributions of statistics often produce spurious oscillations and give poor fits to the exact distribution functions in parts of the tails. A general method for suppressing these oscillations and evoking more accurate approximations is introduced here.
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Additional information
This work was supported in part by Ministry of Education Grant 59530016 and 60530017.
The Institute of Statistical Mathematics
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Niki, N., Konishi, S. Effects of transformations in higher order asymptotic expansions. Ann Inst Stat Math 38, 371–383 (1986). https://doi.org/10.1007/BF02482524
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DOI: https://doi.org/10.1007/BF02482524