Asymptotic expansions for conditional moments of Bernoulli trials

DOI10.1524/strm.2012.1124zbMath1255.60038OpenAlexW1992447351MaRDI QIDQ3143707

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

zbMATH Keywords

Edgeworth expansionsconditional expectationsBernoulli trials

Mathematics Subject Classification ID

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

Related Items (4)

MORTALITY CREDITS WITHIN LARGE SURVIVOR FUNDS ⋮ Nonparametric estimation of the ability density in the mixed-effect Rasch model ⋮ Strong Gaussian approximation of the mixture Rasch model ⋮ The covariance structure of cml-estimates in the Rasch model

Cites Work

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

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