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This paper applies a regularization procedure called increasing rearrangement to monotonize Edgeworth and Cornish-Fisher expansions and any other related approximations of distribution and quantile functions of sample statistics.
Edgeworth, F. Y
1905
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Cornish, E. A., and
1938
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Cramér, H
1946
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Barton, D. E., and
1952
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Hardy, G. H., J. E. Littlewood, and
1952
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Lorentz, G. G
1953
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Fisher, S. R. A., and
1960
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Draper, N. R., and
1972
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Bhattacharya, R. N., and
1976
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Sargan, J. D
1976
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Rothenberg, T. J
1984
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Balitskaya, E. O., and
1988
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Zolotarev, V. M
1991
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Blinnikov, S., and
1998
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van der Vaart, A. W
1998
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Sun, J., C. Loader, and
2000
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Knight, K
2002
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Pollard, D
2002
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Villani, C
2003
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Bronshtein, I. N., K. A. Semendyayev, G. Musiol, H. Muehlig, and
2004
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