“…Pichler and Selitsch (2000) recommended up to the sixth-order Cornish-Fisher expansion after comparing with Johnson transformation, Delta-Normal, and the fourth-order Cornish-Fisher expansion. However, previous studies (Lu et al, 2005(Lu et al, , 2006Di et al, 2008;Chen et al, 2011;Xu et al, 2013Xu et al, , 2014Zang et al, 2018) in transportation domain only used up to the fourth-order Cornish-Fisher expansion (i.e., the first four moments). The difference between the fourth-order, fifth-order and sixth-order Cornish-Fisher expansion lies in the term of đťś‘ đť‘ť in Eq.…”