Coverage accuracy for a mean without third moment

DOI10.1016/J.JSPI.2009.10.006MaRDI QIDQ2655069zbMATH OpenOpenAlexFDO

Authors Yun Gong, Liang Peng

Publication date 22 January 2010

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jspi.2009.10.006

zbMATH Keywords

\(t\)-statisticcoverage accuracyEdgeworth expansionmean

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Parametric tolerance and confidence regions (62F25) Nonparametric tolerance and confidence regions (62G15)

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Cites work

• An exponential nonuniform Berry-Esseen bound for self-normalized sums
• Edgeworth expansion for Student's t statistic under minimal moment conditions
• Estimating the index of a stable distribution
• Exact convergence rate and leading term in central limit theorem for Student's \(t\) statistic.
• Extreme value theory. An introduction.
• scientific article; zbMATH DE number 1129553 (Why is no real title available?)
• scientific article; zbMATH DE number 4000257 (Why is no real title available?)
• scientific article; zbMATH DE number 3349081 (Why is no real title available?)
• The Berry-Esseen bound for Student's statistic
• The Berry-Esséen bound for Studentized statistics
• When is the Student \(t\)-statistic asymptotically standard normal?

Cited in

(1)

• Uniform coverage bounds for confidence intervals and Berry-Esseen theorems for Edgeworth expansion

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