The following pages link to Inverting an Edgeworth expansion (Q585621):
Displayed 33 items.
- Almost sure hypothesis testing and a resolution of the Jeffreys-Lindley paradox (Q302434) (← links)
- Cornish-Fisher expansions using sample cumulants and monotonic transformations (Q642218) (← links)
- On the relative performance of bootstrap and Edgeworth approximations of a distribution function (Q918081) (← links)
- Asymptotic expansions of the Robbins-Monro process (Q1019535) (← links)
- Accurate confidence intervals in regression analyses of non-normal data (Q1039838) (← links)
- Bootstrap inversion of Edgeworth expansions for nonparametric confidence intervals (Q1122901) (← links)
- Bounds for the sample size to justify normal approximation of the confidence level (Q1206614) (← links)
- Efficient weighted bootstraps for the mean (Q1298939) (← links)
- Bootstrapping binomial confidence intervals (Q1344186) (← links)
- Higher-order Bartlett-type adjustment (Q1378800) (← links)
- Inverting a saddlepoint approximation. (Q1424457) (← links)
- Differentiated logdensity approximants (Q1731375) (← links)
- Jackknife estimation of the bootstrap acceleration constant (Q1896124) (← links)
- High-dimensional asymptotic expansion of the null distribution for \(L 2\) norm based MANOVA testing statistic under general distribution (Q2112252) (← links)
- Edgeworth expansions for network moments (Q2131253) (← links)
- Confidence intervals with higher accuracy for short and long-memory linear processes (Q2165841) (← links)
- Higher-order approximations for interval estimation in binomial settings (Q2272092) (← links)
- On error bounds for high-dimensional asymptotic distribution of \(L_2\)-type test statistic for equality of means (Q2288792) (← links)
- Higher-order approximations to the quantile of the distribution for a class of statistics in the first-order autoregression (Q2513928) (← links)
- Normalizing unbiased estimating functions (Q2581643) (← links)
- The Cornish-Fisher expansion for a class of statistics in first order autoregression (Q3178631) (← links)
- Regeneration-based statistics for Harris recurrent Markov chains (Q3416883) (← links)
- Bootstrapping the latent roots of certain random matrices (Q3471468) (← links)
- A tabular method for correcting skewness (Q3740800) (← links)
- Testing the variance of skewed distributions (Q4232067) (← links)
- Testing the variance of symmetric heavy-tailed distributions (Q4346978) (← links)
- On descriptive confidence intervals for the mean of asymmetric populations (Q4470131) (← links)
- Monte carlo approximation to edgeworth expansions (Q4944646) (← links)
- Testing the mean of skewed distributions applying the maximum likelihood estimator (Q5193303) (← links)
- Distributions of Lawley-Hotelling's<i>T</i><sub>0</sub><sup>2</sup>and Related Statistics: A Review (Q5750164) (← links)
- Split distribution method for constructing confidence intervals for simulation output analyses (Q5751816) (← links)
- Data-Driven Confidence Interval Estimation Incorporating Prior Information with an Adjustment for Skewed Data (Q5884448) (← links)
- Variable screening based on Gaussian centered L-moments (Q6166905) (← links)