scientific article; zbMATH DE number 3744299

MaRDI QIDQ3928811zbMATH OpenFDO

Authors Ib M. Skovgaard

Publication date 1981

zbMATH Keywords

delta method

Mathematics Subject Classification ID

Point estimation (62F10) Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05) Series expansions (e.g., Taylor, Lidstone series, but not Fourier series) (41A58)

Cited in

(16)

• Validity of the formal Edgeworth expansion when the underlying distribution is partly discrete
• Comparison of approximations for compound Poisson processes
• On the second-order properties of empirical likelihood with moment restrictions
• Automatic bandwidth choice and confidence intervals in nonparametric regression
• Higher-order asymptotic normality of approximations to the modified signed likelihood ratio statistic for regular models
• Asymptotic expansions for sums of block-variables under weak dependence
• Asymptotic theory and wild bootstrap inference with clustered errors
• On the accuracy of empirical likelihood confidence regions for linear regression model
• Distributed statistical inference for massive data
• Higher-order Bartlett-type adjustment
• Valid locally uniform Edgeworth expansions for a class of weakly dependent processes or sequences of smooth transformations
• Edgeworth expansions for the conditional distributions in logistic regression models
• Chain rules for multivariate cumulant coefficients
• An asymptotic minimax risk bound for estimation of a linear functional relationship
• On the validity of Edgeworth expansions and moment approximations for three indirect inference estimators
• Higher order properties of the wild bootstrap under misspecification

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