Coverage accuracy for a mean without third moment

DOI10.1016/j.jspi.2009.10.006zbMath1179.62043OpenAlexW2060525853MaRDI QIDQ2655069

Liang Peng, Yun Gong

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

meanEdgeworth expansioncoverage accuracy\(t\)-statistic

Mathematics Subject Classification ID

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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