Edgeworth expansions for compound Poisson processes and the bootstrap
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Publication:1881379
zbMath1050.62020MaRDI QIDQ1881379
Kesar Singh, Yaning Yang, Gutti Jogesh Babu
Publication date: 5 October 2004
Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)
confidence intervalPoisson processstudentizationrenewal reward processesapproximate cumulantnon-lattice distributionone-term Edgeworth correction by bootstrap
Asymptotic distribution theory in statistics (62E20) Nonparametric statistical resampling methods (62G09)
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