Optimizing lengths of confidence intervals: fourth-order efficiency in location models

DOI10.1080/03610920903171846MaRDI QIDQ3585248zbMATH OpenOpenAlexFDO

Authors Chris A. J. Klaassen, Shanti A. Venetiaan

Publication date 19 August 2010

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610920903171846

zbMATH Keywords

quantileCornish-Fisher expansionspread inequalityconfidence interval inequality

Mathematics Subject Classification ID

Point estimation (62F10) Asymptotic properties of parametric estimators (62F12) Parametric tolerance and confidence regions (62F25)

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Cites work

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• An expansion for the maximum likelihood estimator of location and its distribution function
• Asymptotic expansions for general statistical models. With the assist. of W. Wefelmeyer
• Asymptotic properties of estimators of a location parameter
• Estimators and spread
• Higher order asymptotics.
• Location estimators and spread
• On Efficiency of First and Second Order
• On the Edgeworth Expansion for the Logarithm of the Likelihood Ratio. I
• The Probability Integral Transform and Related Results
• The bootstrap and Edgeworth expansion
• Third order efficiency implies fourth order efficiency: A resolution of the conjecture of J. K. Ghosh

Cited in

(1)

• Edgeworth-Cornish-Fisher-Hill-Davis expansions for normal and non-normal limits via Bell polynomials

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