Asymptotic Approximations to Distributions

Cited In (52)

Calculating cumulants of a Taylor expansion of a multivariate function
The Edgeworth and Gram-Charlier densities
On the central limit theorem in 𝑅_{𝑘}
Edgeworth expansions for GEL estimators
Further exploration into the valid regions of Gram-Charlier densities
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
Distributions of Lawley-Hotelling'sT₀²and Related Statistics: A Review
Detector relative efficiency analysis in non-Gaussian noise
Edgeworth expansions for network moments
Bootstrap validity for the score test when instruments may be weak
The rate of convergence of some asymptotic expansions for distribution approximations via an Esseen type estimate
Approximated sensitivity analysis in posterior predictive distribution
Heuristic approximation to Cramér-von Mises type statistics
Accurate confidence intervals when nuisance parameters are present
Maximum entropy approximations for asymptotic distributions of smooth functions of sample means
Between data cleaning and inference: pre-averaging and robust estimators of the efficient price
On confidence intervals in nonparametric binary regression via Edgeworth expansions
Confidence intervals for the ratio of two variances
Distribution estimation for probabilistic loops
Edgeworth expansions for realized volatility and related estimators
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
Skewness of maximum likelihood estimators in the varying dispersion beta regression model
Economic neutral position: how to best replicate not fully replicable liabilities?
Second-order accurate inference on eigenvalues of covariance and correlation matrices
A moment expansion approach to option pricing
Distribution of discriminant function in circular models
Effects of transformations in higher order asymptotic expansions
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
The perfect marriage and much more: combining dimension reduction, distance measures and covariance
One-sided confidence intervals for population variances of skewed distributions
Numerical simulations of stochastic inflation using importance sampling
Evaluating the accuracy of small \(p\)-values in genetic association studies using Edgeworth expansions
Nonparametric confidence intervals for population variance of one sample and the difference of variances of two samples
Robustness of a bayes estimator for the mean of a normal population with nonnormal prior
When does Edgeworth beat Berry and Esséen? Numerical evaluations of Edgeworth expansions
Gram-Charlier densities: maximum likelihood versus the method of moments
Effects of misspecification of lag structure in certain two-variable distributed lag models
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
Weak Edgeworth expansion for the mean-field Bose gas
Some problems of asymptotic approximation of distributions
Paley-type inequalities and convergence rates related to the law of large numbers and extended renewal theory
A normal approximation for beta and gamma tail probabilities
Asymptotic distribution of discriminant function when covariance matrices are proportional and unknown

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