Cornish-Fisher expansions for functionals of the weighted partial sum empirical distribution

DOI10.1007/S11009-021-09894-2zbMATH Open1491.62016OpenAlexW3201568945MaRDI QIDQ2157408FDOQ2157408

Authors: Christopher S. Withers, Saralees Nadarajah 

Publication date: 28 July 2022

Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11009-021-09894-2

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zbMATH Keywords

sequential testsKiefer processfunctional derivativesCornish-Fisher expansions

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Nonparametric tolerance and confidence regions (62G15) Sequential statistical analysis (62L10) Approximations to statistical distributions (nonasymptotic) (62E17)

Cites Work

• On the Asymptotic Distribution of Differentiable Statistical Functions
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• Expansions for the distribution and quantiles of a regular functional of the empirical distribution with applications to nonparametric confidence intervals
• Bootstrapping and empirical edgeworth expansions in multiple linear regression models
• The distribution and quantiles of a function of parameter estimates
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• Title not available (Why is that?)
• Empirical Edgeworth expansions for symmetric statistics
• Empirical Edgeworth expansion for finite population statistics. I
• Empirical Edgeworth expansion for finite population statistics. II
• Nonparametric confidence intervals for functions of several distributions
• Cornish-Fisher expansions for functionals of the partial sum empirical distribution
• TWO-STAGE ESTIMATION OF A LINEAR FUNCTION OF NORMAL MEANS WITH SECOND-ORDER APPROXIMATIONS
• Edgeworth expansions for functions of weighted empirical distributions with applications to nonparametric confidence intervals
• Complete Asymptotic Expansions for the Maximum Deviation of the Empirical Density Function
• A note on Bahadur-Kiefer-type expansions for the inverse empirical Laplace transform

Cited In (2)

• The distribution and quantiles of functionals of weighted empirical distributions when observations have different distributions
• Cornish-Fisher expansions for functionals of the partial sum empirical distribution

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