  We give expansions for the distribution, density, and quantiles of an
estimate, building on results of Cornish, Fisher, Hill, Davis and the authors.
The estimate is assumed to be non-lattice with the standard expansions for its
cumulants. By expanding about a skew variable with matched skewness, one can
drastically reduce the number of terms needed for a given level of accuracy.
The building blocks generalize the Hermite polynomials. We demonstrate with
expansions about the gamma.
