Pages that link to "Item:Q1253504"
From MaRDI portal
The following pages link to On the validity of the formal Edgeworth expansion (Q1253504):
Displayed 39 items.
- Second-order properties of intraclass correlation estimators for a symmetric normal distribution (Q4262097) (← links)
- Resampling the autocovariance estimator in stationary gaussian processes (Q4269926) (← links)
- Edgeworth expansions for nonparametric density estimators, with applications (Q4322949) (← links)
- On the accuracy of empirical likelihood confidence intervals for<i>M</i>-Functionals (Q4345901) (← links)
- Asymptotic expansion for weighted least squares in linear regression models (Q4346825) (← links)
- Adjustment of Bartlett Type to Hotelling's<i>T</i><sup>2</sup>-Statistic Under Elliptical Distributions (Q4353747) (← links)
- An asymptotic representation of a ratio of two statistics and its applications (Q4385995) (← links)
- Generalized bartlett correction (Q4386010) (← links)
- Edgeworth expansions for triangular arrays (Q4386469) (← links)
- ON IMPROVING THE χ<sup>2</sup>APPROXIMATION OF SCORE TESTS IN LOCATION-SCALE NONLINEAR MODELS (Q4449076) (← links)
- The estimating function bootstrap (Q4527893) (← links)
- BARTLETT CORRECTED LIKELIHOOD RATIO TESTS IN LOCATION-SCALE NONLINEAR MODELS (Q4540662) (← links)
- Asymptotic expansion of the null distribution of one-way anova test statistic for heteroscedastic case under nonnormal1ty (Q4541705) (← links)
- Extrapolation of subsampling distribution estimators: The i.i.d. and strong mixing cases (Q4546740) (← links)
- Second-Order Powers of a Class of Tests in the Presence of a Nuisance Parameter (Q4648655) (← links)
- Edgeworth expansion of the distribution of Stein's statistic (Q4748986) (← links)
- Bootstrapping and empirical edgeworth expansions in multiple linear regression models (Q4839327) (← links)
- Random weightingT-statistics in linear regression models (Q4843120) (← links)
- The effects on the distributions of sample canonical correlations under nonnormality (Q4843672) (← links)
- Asymptotic expansions at work (Q4844225) (← links)
- Bootstrapping the Hausman Test in Panel Data Models (Q4921588) (← links)
- EDGEWORTH AND SADDLEPOINT EXPANSIONS FOR NONLINEAR ESTIMATORS (Q4979324) (← links)
- (Q5011456) (← links)
- Transformation tests and their asymptotic power in two-sample comparisons (Q5023856) (← links)
- A reciprocal relation for Hermite polynomials (Q5027645) (← links)
- Two-sided Bayesian and frequentist tolerance intervals: general asymptotic results with applications (Q5169783) (← links)
- Two-Term Edgeworth Expansions for the Classes of U- and V-statistics (Q5177576) (← links)
- Asymptotic Behavior of Optimal Weighting in Generalized Self‐Normalization for Time Series (Q5237533) (← links)
- Data-dependent probability matching priors of the second order (Q5400849) (← links)
- Asymptotic expansions of the distributions of some test statistics in generalized linear models (Q5429697) (← links)
- Asymptotic Expansions for the Distributions of Maximum and Sum of Quasi-Independent Hotelling's<i>T</i><sup>2</sup>Statistics Under Non Normality (Q5450538) (← links)
- TRANSFORMATIONS FOR MULTIVARIATE STATISTICS (Q5696357) (← links)
- Asymptotic expansion for the distribution of the dispersion of the observation error in a nonlinear regression model (Q5905407) (← links)
- On improving the robustness and reliability of Rao's score test (Q5943799) (← links)
- Edgeworth expansions in Gaussian autoregression (Q5953975) (← links)
- Malliavin calculus and martingale expansion (Q5956288) (← links)
- A WILD BOOTSTRAP FOR DEPENDENT DATA (Q6042894) (← links)
- High order asymptotic expansion for Wiener functionals (Q6048984) (← links)
- (Q6125992) (← links)