Asymptotic Approximations to Distributions

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(52)

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

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