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

DOI10.1007/S11009-021-09894-2MaRDI QIDQ2157408zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

Cornish-Fisher expansionsfunctional derivativesKiefer processsequential tests

Mathematics Subject Classification ID

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

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Cites work

• A note on Bahadur-Kiefer-type expansions for the inverse empirical Laplace transform
• Bootstrapping and empirical edgeworth expansions in multiple linear regression models
• Complete Asymptotic Expansions for the Maximum Deviation of the Empirical Density Function
• Cornish-Fisher expansions for functionals of the partial sum empirical distribution
• Edgeworth expansions for functions of weighted empirical distributions with applications to nonparametric confidence intervals
• Empirical Edgeworth expansion for finite population statistics. I
• Empirical Edgeworth expansion for finite population statistics. II
• Empirical Edgeworth expansions for symmetric statistics
• Expansions for the distribution and quantiles of a regular functional of the empirical distribution with applications to nonparametric confidence intervals
• scientific article; zbMATH DE number 2132134 (Why is no real title available?)
• scientific article; zbMATH DE number 3940411 (Why is no real title available?)
• scientific article; zbMATH DE number 1461225 (Why is no real title available?)
• Nonparametric confidence intervals for functions of several distributions
• On the Asymptotic Distribution of Differentiable Statistical Functions
• The distribution and quantiles of a function of parameter estimates
• TWO-STAGE ESTIMATION OF A LINEAR FUNCTION OF NORMAL MEANS WITH SECOND-ORDER APPROXIMATIONS

Cited in

(2)

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

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