Effects of transformations in higher order asymptotic expansions

DOI10.1007/BF02482524zbMath0609.62075MaRDI QIDQ1086942

Sadanori Konishi, Naoto Niki

Publication date: 1986

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

zbMATH Keywords

Hermite polynomials; oscillations; tails; Approximate formulae; Edgeworth type asymptotic expansions

Mathematics Subject Classification ID

62H10: Multivariate distribution of statistics

62E20: Asymptotic distribution theory in statistics

Related Items

Generalized bartlett correction, Confidence Regions for the Mean Direction of the Von Mises–Fisher Distribution, TRANSFORMATIONS FOR MULTIVARIATE STATISTICS, Edgeworth expansions in Gaussian autoregression, Asymptotic expansions for the distribution of quadratic forms in normal variables, Some exact expressions for the mean and higher moments of functions of sample moments, Computer algebra application to the distribution of sample correlation coefficient, Cumulants of random sum distributions, Asymptotic Expansion in Reduced Rank Regression Under Normality and Nonnormality, General saddlepoint approximations to distributions under an elliptical population

Uses Software

• REDUCE

Cites Work

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• On the validity of the formal Edgeworth expansion
• Higher order asymptotic expansions for the distribution of the sample correlation coefficient
• Asymptotic Approximations to Distributions
• Normalizing transformations of some statistics in multivariate analysis
• An approximation to the distribution of the sample correlation coefficient
• Linear Statistical Inference and its Applications