Signif level

Normal

Cornish-Fisher

Johnson SU

Min-V

Min-G

Min-V

Min-G

Min-V

Min-G

1%

NA

NA

NA

NA

−2.3361

−1.9087**

5%

−1.4848

−1.4374**

−1.2180

−1.1648**

−1.1156

−1.1140**

10%

−1.0365

−1.0213**

−0.8544

−0.8240**

−0.9376

−0.8907**