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

DOI10.1016/j.stamet.2012.11.001zbMath1365.62071OpenAlexW2058558799MaRDI QIDQ2360931

Christopher S. Withers, Saralees Nadarajah

Publication date: 29 June 2017

Published in: Statistical Methodology (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.stamet.2012.11.001

zbMATH Keywords

sequential testsKiefer processfunctional derivativesCornish-Fisher expansions

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Sequential statistical analysis (62L10) Sequential estimation (62L12)

Related Items

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

Cites Work

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