On the Edgeworth expansion and the \(M\) out of \(N\) bootstrap accuracy for a Studentized trimmed mean

DOI10.3103/S1066530707020056zbMath1283.62029MaRDI QIDQ2440602

Roelof Helmers, N. V. Gribkova

Publication date: 19 March 2014

Published in: Mathematical Methods of Statistics (Search for Journal in Brave)

zbMATH Keywords

bootstrap accuracyempirical Edgeworth expansionsStudentized trimmed means

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05) Order statistics; empirical distribution functions (62G30) Nonparametric statistical resampling methods (62G09)

Related Items

Saddlepoint approximations to the trimmed mean ⋮ Statistical foundations for assessing the difference between the classical and weighted-Gini betas ⋮ Cramér-type moderate deviations for intermediate trimmed means ⋮ On Berry-Esseen type bounds and asymptotic expansions for slightly trimmed means ⋮ Cramér type moderate deviations for trimmed \(L\)-statistics ⋮ Calibrated bootstrap and saddlepoint approximations of finite population \(L\)-statistics ⋮ Estimating the index of increase via balancing deterministic and random data ⋮ Empirical tail conditional allocation and its consistency under minimal assumptions ⋮ Second-order approximations of finite populationL-statistics

Uses Software

• bootstrap

Cites Work

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• Bootstrap methods: another look at the jackknife
• An Edgeworth expansion for symmetric statistics
• Empirical Edgeworth expansions for symmetric statistics
• The Edgeworth expansion for U-statistics of degree two
• Saddlepoint approximations to the trimmed mean
• The asymptotic distribution of the trimmed mean
• Probability Inequalities for Sums of Bounded Random Variables
• A Note on Quantiles in Large Samples
• Robust Statistics
• The bootstrap and Edgeworth expansion

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