Cited in
(54)- Edgeworth expansions for GEL estimators
- On the central limit theorem in 𝑅_{𝑘}
- Further exploration into the valid regions of Gram-Charlier densities
- Calculating cumulants of a Taylor expansion of a multivariate function
- Asymptotic distributions of functions of the eigenvalues of some random matrices for nonnormal populations
- Quantifying uncertain system outputs via the multilevel Monte Carlo method. I: Central moment estimation
- Vision and influence in econometrics: John Denis Sargan
- Detector relative efficiency analysis in non-Gaussian noise
- Distributions of Lawley-Hotelling'sT02and Related Statistics: A Review
- Edgeworth expansions for network moments
- Bootstrap validity for the score test when instruments may be weak
- Approximated sensitivity analysis in posterior predictive distribution
- The rate of convergence of some asymptotic expansions for distribution approximations via an Esseen type estimate
- Heuristic approximation to Cramér-von Mises type statistics
- Between data cleaning and inference: pre-averaging and robust estimators of the efficient price
- On confidence intervals in nonparametric binary regression via Edgeworth expansions
- Accurate confidence intervals when nuisance parameters are present
- Maximum entropy approximations for asymptotic distributions of smooth functions of sample means
- Confidence intervals for the ratio of two variances
- Edgeworth expansions for realized volatility and related estimators
- Distribution estimation for probabilistic loops
- Estimation of the sum of differences distribution
- On the validity of the formal Edgeworth expansion for posterior densities
- Exact convergence rate and leading term in central limit theorem for Student's \(t\) statistic.
- Edgeworth expansions and rates of convergence for normalized sums: Chung's 1946 method revisited
- Economic neutral position: how to best replicate not fully replicable liabilities?
- Second-order accurate inference on eigenvalues of covariance and correlation matrices
- Skewness of maximum likelihood estimators in the varying dispersion beta regression model
- A moment expansion approach to option pricing
- Effects of transformations in higher order asymptotic expansions
- Distribution of discriminant function in circular models
- A coverage probability of bootstrap-t confidence interval for the variance
- Approximation of probability density functions for PDEs with random parameters using truncated series expansions
- One-sided confidence intervals for population variances of skewed distributions
- The perfect marriage and much more: combining dimension reduction, distance measures and covariance
- Numerical simulations of stochastic inflation using importance sampling
- Nonparametric confidence intervals for population variance of one sample and the difference of variances of two samples
- The Edgeworth and Gram-Charlier densities
- Evaluating the accuracy of small \(p\)-values in genetic association studies using Edgeworth expansions
- When does Edgeworth beat Berry and Esséen? Numerical evaluations of Edgeworth expansions
- Gram-Charlier densities: maximum likelihood versus the method of moments
- Robustness of a bayes estimator for the mean of a normal population with nonnormal prior
- Effects of misspecification of lag structure in certain two-variable distributed lag models
- Inferential and predictive procedures for inverse gamma regression model
- Saddle point approximations to probabilities of sample mean deviations
- Bartlett identities and large deviations in likelihood theory
- Accurate confidence intervals in regression analyses of non-normal data
- Edgeworth expansions for the conditional distributions in logistic regression models
- Some problems of asymptotic approximation of distributions
- Weak Edgeworth expansion for the mean-field Bose gas
- Higher-order entrywise eigenvectors analysis of low-rank random matrices: bias correction, Edgeworth expansion and bootstrap
- Paley-type inequalities and convergence rates related to the law of large numbers and extended renewal theory
- Asymptotic distribution of discriminant function when covariance matrices are proportional and unknown
- A normal approximation for beta and gamma tail probabilities
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