Asymptotic expansions for conditional moments of Bernoulli trials

DOI10.1524/STRM.2012.1124zbMATH Open1255.60038OpenAlexW1992447351MaRDI QIDQ3143707FDOQ3143707

Authors: Helmut Strasser 

Publication date: 3 December 2012

Published in: Statistics & Risk Modeling (Search for Journal in Brave)

Full work available at URL: http://epub.wu.ac.at/3648/1/expansions_final3.pdf

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zbMATH Keywords

Bernoulli trialsconditional expectationsEdgeworth expansions

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05)

Cites Work

• The covariance structure of cml-estimates in the Rasch model

Cited In (6)

• Title not available (Why is that?)
• General properties and estimation of conditional Bernoulli models
• Mortality credits within large survivor funds
• Strong Gaussian approximation of the mixture Rasch model
• The covariance structure of cml-estimates in the Rasch model
• Nonparametric estimation of the ability density in the mixed-effect Rasch model

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