scientific article; zbMATH DE number 3876402

MaRDI QIDQ3341677zbMATH OpenFDO

Authors Christopher S. Withers

Publication date 1982

zbMATH Keywords

approximationasymptotically normal random variablesCornish-Fisher expansionsEdgeworth expansionserror reductionsecond order inference

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Parametric tolerance and confidence regions (62F25) Nonparametric inference (62G99)

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Cited in

(14)

• Accurate tests and intervals based on linear cusum statistics
• Accurate tests and intervals based on nonlinear cusum statistics
• Nonparametric confidence intervals for functions of several distributions
• Bounds for the sample size to justify normal approximation of the confidence level
• Higher-order comparisons of asymptotic confidence intervals
• The bias and skewness of M-estimators in regression
• On the validity of the formal Edgeworth expansion for posterior densities
• Expansions for the distribution of asymptotically chi-square statistics
• Cumulants of multinomial and negative multinomial distributions
• Confidence intervals for linear combinations of Poisson means
• Accurate inference for scale and location families
• Asymptotic properties of M-estimators in linear and nonlinear multivariate regression models
• A general class of CUSUM statistics
• Canonical regression models for exponential families

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