When does Edgeworth beat Berry and Esséen? Numerical evaluations of Edgeworth expansions

DOI10.1016/S0378-3758(96)00198-XzbMATH Open0948.62008OpenAlexW2090790445MaRDI QIDQ1372343FDOQ1372343

Authors: Munsup Seoh, Marc Hallin 

Publication date: 6 November 2000

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0378-3758(96)00198-x

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zbMATH Keywords

bootstrapeconometricsEdgeworth expansionsrisk theorylarge size samplesBerry-Esséen bounds

Mathematics Subject Classification ID

Bootstrap, jackknife and other resampling methods (62F40) Asymptotic distribution theory in statistics (62E20) Nonparametric statistical resampling methods (62G09)

Cites Work

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• Fourier analysis of distribution functions. A mathematical study of the Laplace-Gaussian law
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• The bootstrap and Edgeworth expansion
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• An application of Fourier methods to the problem of sharpening the Berry-Esseen inequality
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• Asymptotic Approximations to Distributions
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• Asymptotic expansions for the power of distribution free tests in the one-sample problem
• Refinement of the upper bound of the constant in the central limit theorem
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• Higher order asymptotics for the likelihood ratio, Rao's and Wald's tests
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Cited In (9)

• New Edgeworth-type expansions with finite sample guarantees
• Sharp connections between Berry-Esseen characteristics and Edgeworth expansions for stationary processes
• Shortening the distance between Edgeworth and Berry-Esseen in the classical case
• Uniform coverage bounds for confidence intervals and Berry-Esseen theorems for Edgeworth expansion
• A Monte Carlo estimation of the entropy for Markov chains
• Remark on ``When does Edgeworth beat Berry and Esséen? Numerical evaluations of the Edgeworth expansions by M. Seoh and M. Hallin.
• Asymptotically optimal Berry-Esseen-type bounds for distributions with an absolutely continuous part
• Title not available (Why is that?)
• High-dimensional Edgeworth expansion of a test statistic on independence and its error bound

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