scientific article; zbMATH DE number 3517666

Publication date 1976

Central limit and other weak theorems (60F05) Asymptotic approximations, asymptotic expansions (steepest descent, etc.) (41A60) Research exposition (monographs, survey articles) pertaining to probability theory (60-02)

Cited in

(only showing first 100 items - show all)

Convergence rates for stopped random sums
Validity of the formal Edgeworth expansion when the underlying distribution is partly discrete
On the asymptotic properties of smoothed estimators of the classification error rate
Rates of weak convergence and large deviation probabilities for linear rank tests with type I censored data
Non-uniform error bounds for asymptotic expansions of scale mixtures of distributions
Accumulated claims and collective risk in insurance: Higher order asymptotic approximations
Stability of densities for perturbed diffusions and Markov chains
The rate of convergence in the central limit theorem for non-stationary dependent random vectors
A Non-Classical Error-Estimate in the Central Limit Theorem
Approximate poisson confidence limits
Über Wahrscheinlichkeiten großer Abweichungen von Summen Markovsch verbundener Zufallsvektoren bei Nichterfüllung der Cramerschen Bedingung
Comparing the distributions of sums of independent random vectors
A local stable bootstrap for power variations of pure-jump semimartingales and activity index estimation
Hypotheses testing for a multidimensional parameter of inhomogeneous Poisson processes
A New Approach to the Summation Theory of Random Variables Connected in a MARKOV Chain
Rescaling the spatial Lambda-Fleming-Viot process and convergence to super-Brownian motion
VALIDITY OF EDGEWORTH EXPANSIONS FOR STATISTICS OF TIME SERIES
Zur Restgliedabschätzung im mehrdimensionalen integralen Zentralen Grenzwertsatz der Wahrscheinlichkeitstheorie
Asymptotic expansion of an estimator for the Hurst coefficient
On oracle property and asymptotic validity of Bayesian generalized method of moments
Expansion for moments of regression quantiles with applications to nonparametric testing
Third order efficient tests in exponential lattice models
Truncated sequential estimation of the parameters in a random regression
Further investigations of Rényi entropy power inequalities and an entropic characterization of \(s\)-concave densities
Uniform integrability of the OLS estimators, and the convergence of their moments
Third-order efficiency of conditional tests in exponential models: The lattice case
The Berry-Esseen theorem for functions of uniform spacings
Joint density of the stable process and its supremum: regularity and upper bounds
Asymptotic comparison of negative multinomial and multivariate normal experiments
Limit theorems for the volumes of small codimensional random sections of \(\ell_{p}^{n}\)-balls
A multivariate CLT for weighted sums with rate of convergence of order \(O(1/n)\)
On miminum modulus of trigonometric polynomials with random coefficients
Vector-valued statistics of binomial processes: Berry-Esseen bounds in the convex distance
On the use of asymptotic expansion in computing the null distribution of page's L-statistic
On the Rate of Convergence of Moments in the Central Limit Theorem for Lattice Distributions
Integro-Local CLT for Sums of Independent Nonlattice Random Vectors
Higher-order expansions and efficiencies of tests based on spacings
On proximity of distributions of successive sums with respect to the Prokhorov distance
Estimated stochastic programs with chance constraints
A multi-dimensional central limit bound and its application to the Euler approximation for Lévy-sdes
The rate of convergence of some asymptotic expansions for distribution approximations via an Esseen type estimate
Ideal quadratic metrics
Numerical comparison of some saddlepoint approximations near the endpoints of the support
Two-sided bounds and leading term for rates of convergence in the multivariate central limit theorem
Multisequences of multidimensional positive linear operators
Expressions for the distribution and percentiles of the sums and products of chi-squares
Consistency and asymptotic normality of least absolute value estimates
Optimal local Gaussian approximation of an exponential family
On integro-local CLT for sums of independent random vectors
Asymptotic properties of the \(M\)-estimates of parameters in a nonlinear regression model with discrete time and singular spectrum
Adaptation to lowest density regions with application to support recovery
Asymptotic properties of \(M\)-estimators of parameters of a nonlinear regression model with a random noise whose spectrum is singular
Expansions in the local and the central limit theorems for dynamical systems
Distribution-free tests of multivariate independence based on center-outward quadrant, Spearman, Kendall, and van der Waerden statistics
Nonnormal small jump approximation of infinitely divisible distributions
Gaussian linear approximation for the estimation of the Shapley effects
Error inference for nonparametric regression
Border aggregation model
Testing poissonity of a large number of populations
Quantitative recurrence results for random walks
A Berry-Esseen theorem and Edgeworth expansions for uniformly elliptic inhomogeneous Markov chains
Uniform normal approximation orders for families of dominated measures
Rate of convergence and large deviation for the infinite color Pólya urn schemes
Kesar Singh's contributions to statistical methodology
High-dimensional central limit theorems by Stein's method
Improving constants in Esseen-Rozovskii type inequalities for identically distributed random terms
Approximation of Markov chains defined by recursion relations
A sharpening of the remainder term in the higher-dimensional central limit theorem for multilinear rank statistics
Comparison of inferential methods in partially identified models in terms of error in coverage probability
Third order efficiency of conditional tests for exponential families
Asymptotic expansions in the integral and local limit theorems in Banach spaces with applications to \(\omega\)-statistics
Two-dimensional approximation of U-statistics
Convergence rate estimate in central limit theorem for m-dependent random vectors
Approximate maximum likelihood estimation in linear regression
On the rate of convergence in the central limit theorem for distributions with regularly varying tails
Normal approximation of the distribution of the optimum point in the data processing problem by the method of least moduli
Chain rules for multivariate cumulant coefficients
Asymptotic expansions of the distributions of some test statistics in generalized linear models
On the bounds for convergence rates in combinatorial strong limit theorems and their applications
Accurate test limits under nonnormal measurement error.
Higher-order asymptotic normality of approximations to the modified signed likelihood ratio statistic for regular models
Sums of Independent Random Vectors: Proximity Estimating
On Moderate Deviations of Sums ofm-Dependent Random Vectors
A note on rates of convergence in the multidimensional CLT for maximum partial sums
Non-uniform bounds and Edgeworth expansions in self-normalized limit theorems
Effects of misspecification of lag structure in certain two-variable distributed lag models
The generalised autocovariance function
Asymptotic Expansions for the Distributions of Maximum and Sum of Quasi-Independent Hotelling'sT²Statistics Under Non Normality
Approximation of convolutions of multidimensional distributions
Conditioning out rare events for exponential families has negligible effect on inference
Refinements of Berry-Esseen inequalities in terms of Lyapunov coefficients
On the bias of order statistics in non-i.i.d. samples
On the duration of sequential estimation of parameters of stochastic processes in discretetime
Decay of convolved densities via Laplace transform
Rates of convergence for the Nummelin conditional weak law of large numbers.
Lower bounds for the absolute value of random polynomials on a neighborhood of the unit circle
Estimates of the rate of convergence in the limit theorem for negative binomial random sums
BARTLETT CORRECTED LIKELIHOOD RATIO TESTS IN LOCATION-SCALE NONLINEAR MODELS
On the accuracy of normal approximation
Asymptotic Bayesian analysis based on a limited information estimator

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