Skewness-kurtosis adjusted confidence estimators and significance tests

DOI10.1186/S40488-016-0042-3zbMath1351.62063arXiv1504.02553OpenAlexW1740257230WikidataQ59470457 ScholiaQ59470457MaRDI QIDQ268391

Wolf-Dieter Richter

Publication date: 15 April 2016

Published in: Journal of Statistical Distributions and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1504.02553

zbMATH Keywords

large deviationsexponential familycovering probabilitieserror probabilities of first and second kindLinnik conditionlocal non-true parameter choiceorder of significanceorders of confidenceorders of modified local alternativesOsipov-type conditionskewness-kurtosis adjusted decisionstrue non-covering probabilities

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Parametric tolerance and confidence regions (62F25) Asymptotic distribution theory in statistics (62E20) Large deviations (60F10) Asymptotic properties of parametric tests (62F05)

Cites Work

• On the Lambert \(w\) function
• Limit Theorems for Sums of Independent Variables Taking into Account Large Deviations. I
• Multidimensional Limit Theorems for Large Deviations
• Some Limit Theorems for Large Deviations
• Asymptotic Behavior of Probabilities of Large Deviations
• Unnamed Item

This page was built for publication: Skewness-kurtosis adjusted confidence estimators and significance tests