Empirical Edgeworth expansions for symmetric statistics

DOI10.1214/aos/1024691253zbMath0929.62013OpenAlexW2120297565MaRDI QIDQ1807128

Hein Putter, Willem R. Van Zwet

Publication date: 9 November 1999

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1024691253

zbMATH Keywords

bootstrapEdgeworth expansionjackknifeHoeffding's decomposition

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05) Nonparametric statistical resampling methods (62G09)

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Calibrated Edgeworth expansions of finite population L-statistics ⋮ Exact convergence rate and leading term in central limit theorem for Student's \(t\) statistic. ⋮ Edgeworth expansions for network moments ⋮ Weighted bootstrap for \(U\)-statistics ⋮ Cornish-Fisher expansions for functionals of the weighted partial sum empirical distribution ⋮ Computer algebra and algorithms for unbiased moment estimation of arbitrary order ⋮ An Edgeworth expansion for finite-population \(L\)-statistics ⋮ An evening spent with Bill van Zwet ⋮ Tail probability approximations for Student's \(t\)-statistics ⋮ On the Edgeworth expansion and the \(M\) out of \(N\) bootstrap accuracy for a Studentized trimmed mean ⋮ On Berry-Esseen type bounds and asymptotic expansions for slightly trimmed means ⋮ Bootstrap -- an exploration ⋮ Testing for increasing mean inactivity time ⋮ On the Edgeworth expansion for elementary polynomials based on trimmed samples ⋮ Second-order and resampling approximation of finite populationU-statistics based on stratified samples ⋮ Refined self-normalized large deviations for independent random variables ⋮ Calibrated bootstrap and saddlepoint approximations of finite population \(L\)-statistics ⋮ Gini's mean difference and variance as measures of finite populations scales ⋮ A note on the bias and consistency of the jackknife variance estimator in stratified samples ⋮ Willem van Zwet's research ⋮ A New Test Procedure for Decreasing Mean Residual Life ⋮ Orthogonal decomposition of finite population statistics and its applications to distributional asymptotics ⋮ Second-order approximations of finite populationL-statistics

Cites Work

• Unnamed Item
• On the Edgeworth expansion and the bootstrap approximation for a Studentized U-statistic
• The order of the normal approximation for a Studentized U-statistic
• An Edgeworth expansion for symmetric statistics
• The Edgeworth expansion for U-statistics of degree two
• A Berry-Esseen bound for symmetric statistics
• NOTES ON BIAS IN ESTIMATION
• Inequalities for the $r$th Absolute Moment of a Sum of Random Variables, $1 \leqq r \leqq 2$
• Splitting a Single State of a Stationary Process into Markovian States
• A Class of Statistics with Asymptotically Normal Distribution

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