Hi All,
I am trying to estimate a functional form in terms of cumulants /
moments from the results of a MC simulation. My first idea was to use an
Edgeworth expansion, but this looks pretty difficult to implement.
Before I go ahead and write some code to do this, could anyone tell me
if this has already been done, and which package I could find it in if
it has?
If it hasn't, does anyone know of any simpler method than that described
in Blinnikov and Moessner ?
Thanks in advance.
Nick
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