Has anyone heard of the Schwarzian-Newton method for inverting cumulative distribution functions?

36 Views Asked by At

I came across a lecture on methods for numerical inversion of cumulative distribution functions here.

On slide 23 the author introduces the "Schwarzian-Newton" method. When I did some searching online I could not find any literature referring to this method (at least by this name). Has anyone heard of this root finding method? If so, could you please point me to some sources explaining it?

1

There are 1 best solutions below

0
On BEST ANSWER

when I did some searching online I could not find any literature referring to this method

Not surprising, given that it was proposed by the author of the lecture. Details in this paper (by the same author).