The distribution and cumulants of a studentised statistic

DOI10.1080/03610918908812761zbMath0695.62030OpenAlexW2010537214MaRDI QIDQ3471344

Christopher S. Withers

Publication date: 1989

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918908812761

zbMATH Keywords

confidence intervalscumulantsexpansionsCornish-FisherEdgewortht-distributionstudentised statistic

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Nonparametric tolerance and confidence regions (62G15) Numerical solutions to stochastic differential and integral equations (65C30) Statistical tables (62Q05)

Related Items (4)

Tilted Edgeworth expansions for asymptotically normal vectors ⋮ Correlation is first order independent of transformation ⋮ Expansions for log densities of asymptotically normal estimates ⋮ Expansions about the gamma for the distribution and quantiles of a standard estimate

Cites Work

• Expansions for the distribution and quantiles of a regular functional of the empirical distribution with applications to nonparametric confidence intervals
• A note on Edgeworth expansions for the von Mises functionals
• The Percentile Points of Distributions Having Known Cumulants
• Generalized Asymptotic Expansions of Cornish-Fisher Type
• Exact formulas for additional terms in some 1mportant series expansions

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