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Publication:3928811
zbMATH Open0474.62022MaRDI QIDQ3928811FDOQ3928811
Publication date: 1981
Title of this publication is not available (Why is that?)
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
- 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
- COMPARISON OF APPROXIMATIONS FOR COMPOUND POISSON PROCESSES
- 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
- On the validity of Edgeworth expansions and moment approximations for three indirect inference estimators
- An asymptotic minimax risk bound for estimation of a linear functional relationship
- Higher order properties of the wild bootstrap under misspecification
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