Edgeworth expansions for functions of weighted empirical distributions with applications to nonparametric confidence intervals
DOI10.1080/10485250802392971zbMATH Open1154.62040OpenAlexW2036336510MaRDI QIDQ3548446FDOQ3548446
Authors: Christopher S. Withers, Saralees Nadarajah 
Publication date: 12 December 2008
Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/10485250802392971
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- scientific article; zbMATH DE number 472938
nonparametric confidence intervalsEdgeworth-Cornish-Fisher expansionsvon Mises derivativesweighted empirical distribution
Nonparametric tolerance and confidence regions (62G15) Approximations to statistical distributions (nonasymptotic) (62E17) Order statistics; empirical distribution functions (62G30)
Cites Work
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- The bootstrap and Edgeworth expansion
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- Estimating the Current Mean of a Normal Distribution which is Subjected to Changes in Time
- Expansions for the distribution and quantiles of a regular functional of the empirical distribution with applications to nonparametric confidence intervals
- Non-Parametric Testing of Conditional Variance Functions in Time Series
- The distribution and quantiles of a function of parameter estimates
- Accurate confidence intervals when nuisance parameters are present
- Test Procedures for Possible Changes in Parameters of Statistical Distributions Occurring at Unknown Time Points
- Tests for a Change Point in the Shape Parameter of Gamma Random Variables
- Nonparametric confidence intervals for functions of several distributions
- Asymptotic behavior of functionals of empirical distribution functions for the two-sample problem
Cited In (9)
- The distribution and quantiles of functionals of weighted empirical distributions when observations have different distributions
- Adjusting Cornish-Fisher expansions and confidence intervals for the effect of roundoff
- Edgeworth expansions for nonparametric density estimators, with applications
- Nonparametric confidence intervals for functions of several distributions
- Expansions for the distribution and quantiles of a regular functional of the empirical distribution with applications to nonparametric confidence intervals
- Improved confidence regions based on Edgeworth expansions
- Cornish-Fisher expansions for functionals of the weighted partial sum empirical distribution
- Cornish-Fisher expansions for sample autocovariances and other functions of sample moments of linear processes
- Edgeworth expansions for nonparametric distribution estimation with applications
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