The distribution and quantiles of a function of parameter estimates

DOI10.1007/BF02481007zbMath0485.62016MaRDI QIDQ1164332

Christopher S. Withers

Publication date: 1982

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

zbMATH Keywords

confidence intervalsasymptotic expansionsEdgeworth expansionCornish-Fisher expansionserror in central limit theorem approximationsgeneralized Behrens-Fisher statisticslinear combination of means of normal populationsstudentisation

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05) Exact distribution theory in statistics (62E15)

Related Items (34)

Transformations of multivariate Edgeworth type expansions ⋮ Cornish-Fisher expansions for functionals of the partial sum empirical distribution ⋮ Expansions for the distribution of asymptotically chi-square statistics ⋮ Bias reduction for the ratio of means ⋮ Expansions for log densities of multivariate estimates ⋮ Cornish-Fisher expansions for functionals of the weighted partial sum empirical distribution ⋮ Nonparametric confidence intervals for functions of several distributions ⋮ Improved confidence regions based on Edgeworth expansions ⋮ Bias reduction by taylor series^∗ ⋮ Reduction of bias and skewness with applications to second order accuracy ⋮ A GENERAL CLASS OF CUSUM STATISTICS ⋮ Expansions for posterior distributions ⋮ Cornish-Fisher expansions about the \(F\)-distribution ⋮ Cornish-Fisher expansions for sample autocovariances and other functions of sample moments of linear processes ⋮ Generalized Cornish-Fisher expansions ⋮ Tilted Edgeworth expansions for asymptotically normal vectors ⋮ The bias and skewness of \(M\)-estimators in regression ⋮ Canonical regression models for exponential families ⋮ Expansions for log densities of asymptotically normal estimates ⋮ Asymptotic properties of M-estimators in linear and nonlinear multivariate regression models ⋮ Simple alternatives for Box-Cox transformations ⋮ Cumulants of multinomial and negative multinomial distributions ⋮ Accurate Tests and Intervals Based on Multivariate CUSUM Statistics ⋮ Expansions about the gamma for the distribution and quantiles of a standard estimate ⋮ Edgeworth expansions for functions of weighted empirical distributions with applications to nonparametric confidence intervals ⋮ Confidence intervals for the length of a vector mean ⋮ Confidence intervals for the correlation from a bivariate normal ⋮ Confidence Intervals for Linear Combinations of Poisson Means ⋮ Edgeworth and Cornish Fisher expansions and confidence intervals for the distribution, density and ⋮ Nonparametric confidence intervals for the integral of a function of an unknown density ⋮ Confidence intervals for lognormal regression and a non-parametric alternative ⋮ Expressions for the distribution and percentiles of the sums and products of chi-squares ⋮ Confidence Intervals for the Normal Multiple Correlation ⋮ Adjusting Cornish–Fisher expansions and confidence intervals for the effect of roundoff

Cites Work

• Unnamed Item
• On the validity of the formal Edgeworth expansion
• TESTING FOR NORMALITY
• SIGNIFICANCE OF DIFFERENCE BETWEEN THE MEANS OF TWO NON-NORMAL SAMPLES

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