Improved confidence regions based on Edgeworth expansions
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Publication:1927223
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
62H12: Estimation in multivariate analysis
62F25: Parametric tolerance and confidence regions
62E17: Approximations to statistical distributions (nonasymptotic)
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Cites Work
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