Adjusting Cornish–Fisher expansions and confidence intervals for the effect of roundoff
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Publication:3143495
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
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
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