Adjusting Cornish–Fisher expansions and confidence intervals for the effect of roundoff

DOI10.1080/02331888.2010.539691zbMath1314.62066OpenAlexW2151223399MaRDI QIDQ3143495

Christopher S. Withers, Saralees Nadarajah

Publication date: 30 November 2012

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331888.2010.539691

zbMATH Keywords

quantilesconfidence limitsroundoffCornish and Fisher

Mathematics Subject Classification ID

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

Related Items (2)

Cumulants of a random variable distributed uniformly on the first \(n\) integers ⋮ Bias reduction when data are rounded

Cites Work

• Accurate confidence intervals for distributions with one parameter
• Expansions for the distribution and quantiles of a regular functional of the empirical distribution with applications to nonparametric confidence intervals
• Accurate tests and intervals based on linear cusum statistics
• Accurate tests and intervals based on nonlinear cusum statistics
• Nonparametric confidence intervals for functions of several distributions
• The distribution and quantiles of a function of parameter estimates
• A simple expression for the multivariate Hermite polynomials
• Expressions for the distribution and percentiles of the sums and products of chi-squares
• Accurate confidence intervals when nuisance parameters are present
• Edgeworth expansions for functions of weighted empirical distributions with applications to nonparametric confidence intervals

This page was built for publication: Adjusting Cornish–Fisher expansions and confidence intervals for the effect of roundoff