Coverage accuracy for a mean without third moment
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Publication:2655069
DOI10.1016/j.jspi.2009.10.006zbMath1179.62043OpenAlexW2060525853MaRDI QIDQ2655069
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
Parametric tolerance and confidence regions (62F25) Asymptotic distribution theory in statistics (62E20) Nonparametric tolerance and confidence regions (62G15)
Cites Work
- Edgeworth expansion for Student's t statistic under minimal moment conditions
- Estimating the index of a stable distribution
- When is the Student \(t\)-statistic asymptotically standard normal?
- An exponential nonuniform Berry-Esseen bound for self-normalized sums
- Exact convergence rate and leading term in central limit theorem for Student's \(t\) statistic.
- The Berry-Esseen bound for Student's statistic
- The Berry-Esséen bound for Studentized statistics
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