Nonparametric confidence intervals for functions of several distributions

DOI10.1007/BF00049429zbMath0669.62027MaRDI QIDQ1118930

Christopher S. Withers

Publication date: 1988

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

zbMATH Keywords

ratiosconfidence intervalscumulantsasymptotic expansionsEdgeworth expansionsmeanslinear combinationsfunctional derivativesCornish-Fisher expansionsvariancesminimum sample sizeStudentized forms

Mathematics Subject Classification ID

Nonparametric tolerance and confidence regions (62G15)

Related Items

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, Cornish-Fisher expansions for functionals of the weighted partial sum empirical distribution, Accurate confidence intervals when nuisance parameters are present, Improved confidence regions based on Edgeworth expansions, Generalized Cornish-Fisher expansions, Unbiased estimates for a lognormal regression problem and a nonparametric alternative, Bias reduction for standard and extreme estimates, Tilted Edgeworth expansions for asymptotically normal vectors, On the dependency for asymptotically independent estimates, Correlation is first order independent of transformation, Expansions for log densities of asymptotically normal estimates, Moments and cumulants of the extremes of a sample from a uniform distribution, 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, The distribution and quantiles of functionals of weighted empirical distributions when observations have different distributions, Confidence Intervals for Linear Combinations of Poisson Means, Accurate tests and intervals based on linear cusum statistics, Accurate tests and intervals based on nonlinear cusum statistics, Expressions for the distribution and percentiles of the sums and products of chi-squares, Adjusting Cornish–Fisher expansions and confidence intervals for the effect of roundoff

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