Edgeworth expansions for functions of weighted empirical distributions with applications to nonparametric confidence intervals

DOI10.1080/10485250802392971MaRDI QIDQ3548446zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

nonparametric confidence intervalsEdgeworth-Cornish-Fisher expansionsvon Mises derivativesweighted empirical distribution

Mathematics Subject Classification ID

Nonparametric tolerance and confidence regions (62G15) Approximations to statistical distributions (nonasymptotic) (62E17) Order statistics; empirical distribution functions (62G30)

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Cites work

• scientific article; zbMATH DE number 1416392 (Why is no real title available?)
• scientific article; zbMATH DE number 3273551 (Why is no real title available?)
• Accurate confidence intervals when nuisance parameters are present
• Asymptotic behavior of functionals of empirical distribution functions for the two-sample problem
• 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
• Nonparametric confidence intervals for functions of several distributions
• 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
• The bootstrap and Edgeworth expansion
• The distribution and quantiles of a function of parameter estimates

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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