Improved confidence regions based on Edgeworth expansions

DOI10.1016/j.csda.2012.03.019zbMath1255.62078MaRDI QIDQ1927223

Christopher S. Withers, Saralees Nadarajah

Publication date: 30 December 2012

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2012.03.019

zbMATH Keywords

cumulants; ellipsoidal confidence regions

Mathematics Subject Classification ID

62H12: Estimation in multivariate analysis

62F25: Parametric tolerance and confidence regions

62E17: Approximations to statistical distributions (nonasymptotic)

Related Items

Bias reduction for standard and extreme estimates, Some integrals involving multivariate Hermite polynomials: application to evaluating higher-order local powers, Comparison among simultaneous confidence regions for nonlinear diffusion models

Uses Software

• SIP

Cites Work

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