scientific article; zbMATH DE number 3517666

zbMATH Open0331.41023MaRDI QIDQ4097679FDOQ4097679

Authors: R. Ranga Rao, Rabi Bhattacharya

Publication date: 1976

Title of this publication is not available (Why is that?)

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)

Edgeworth approximations for semiparametric instrumental variable estimators and test statis\-tics.
Transformed goodness-of-fit statistics for a generalized linear model of binary data
Smoothed analysis of condition numbers and complexity implications for linear programming
One-sided confidence intervals in discrete distributions
Nonparametric estimation of the measurement error model using multiple indicators.
Confidence intervals for a binomial proportion and asymptotic expansions
Asymptotic expansions for statistics computed from spatial data
Improved transformed deviance statistic for testing a logistic regression model
Berry-Esseen bounds in the entropic central limit theorem
Asymptotic approximations for the distributions of the multinomial goodness-of-fit statistics under local alternatives
The arcsine law as a universal aging scheme for trap models
The stepping stone model. II: Genealogies and the infinite sites model
Some notes on multivariate generalized Pareto distributions
Higher-order approximations for interval estimation in binomial settings
The accuracy of merging approximation in generalized St. Petersburg games
Improved chi-squared tests for a composite hypothesis
Inference for identifiable parameters in partially identified econometric models
Deviations from the circular law
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Speed of convergence to equilibrium and to normality for diffusions with multiple periodic scales
The distribution of maxima of approximately Gaussian random fields
A Berry-Esseen theorem for sample quantiles under weak dependence
Extensions of results of Komlós, Major, and Tusnády to the multivariate case
Shortening the distance between Edgeworth and Berry-Esseen in the classical case
Smooth predictive model fitting in regression
On the second-order properties of empirical likelihood with moment restrictions
Limiting spectral distribution of a special circulant
Small time Edgeworth-type expansions for weakly convergent nonhomogeneous Markov chains
Comparison of Bartlett-type adjusted tests in the multiparameter case
Third-order power comparisons for a class of tests for multivariate linear hypothesis under general distributions
Bootstrap validity for the score test when instruments may be weak
Sharp orders of convergence in the random central limit theorem
Improvement of approximations for the distributions of multinomial goodness-of-fit statistics under nonlocal alternatives
Asymptotic variance estimation in multivariate distributions
Exact parabolic asymptotics for singular \(n\)-D Burgers' random fields: Gaussian approximation
On the spectrum of convolution operator with a potential
Refinements of the Gibbs conditioning principle
Between data cleaning and inference: pre-averaging and robust estimators of the efficient price
On the distribution of Pickands coordinates in bivariate EV and GP models
An improvement of the Berry-Esseen inequality with applications to Poisson and mixed Poisson random sums
Weak dependence beyond mixing and asymptotics for nonparametric regression
Asymptotic expansions in the conditional central limit theorem
Some higher-order theory for a consistent non-parametric model specification test
Convergence of functionals of sums of r.v.s to local times of fractional stable motions.
Partial mixing and Edgeworth expansion
Local approximations of Markov random walks by diffusions.
Second-order power comparison of tests
Second-order powers of a class of tests in the presence of a nuisance parameter
Global nonparametric estimation of conditional quantile functions and their derivatives
Differing averaged and quenched large deviations for random walks in random environments in dimensions two and three
The periodogram of an i.i.d. sequence.
Majorizing kernels and stochastic cascades with applications to incompressible Navier-Stokes equations
Improved confidence regions based on Edgeworth expansions
Stability analysis for stochastic programs
Dependence of the Berry-Esseen estimate on the dimension
On the accuracy of empirical likelihood confidence regions for linear regression model
On Error Rates in Normal Approximations and Simulation Schemes for Lévy Processes
A third-order optimum property of the maximum likelihood estimator
Gaussian expansions and bounds for the Poisson distribution applied to the Erlang B formula
Asymptotic expansions in the central limit theorem under moment conditions
The FEXP estimator for potentially non-stationary linear time series.
Bootstrap Testing of the Rank of a Matrix via Least-Squared Constrained Estimation
Limit theorems for monotone Markov processes
Edgeworth-type expansions for transition densities of Markov chains converging to diffusions
Theoretical properties of the log-concave maximum likelihood estimator of a multidimensional density
Rate of convergence for the modified Szász-Mirakyan operators on functions of bounded variation
On roots of random polynomials
Asymptotic expansion for the null distribution of the \(F\)-statistic in one-way ANOVA under non-normality
Complete asymptotic expansions for normal extremes
Testing linear restrictions in linear models with empirical likelihood
Explicit non-asymptotic bounds for the distance to the first-order Edgeworth expansion
Rate of convergence and Edgeworth-type expansion in the entropic central limit theorem
Nonlinear stochastic programming by Monte-Carlo estimators
The log-linear group-lasso estimator and its asymptotic properties
On the uniform asymptotic validity of subsampling and the bootstrap
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Bootstrap by sequential resampling
One dimensional stochastic partial differential equations and the branching measure diffusion
Weak invariance principles for local time
Asymptotic approximations for some distributions of ratios
On the Effect of Bias Estimation on Coverage Accuracy in Nonparametric Inference
Approximations for multivariate U-statistics
Global asymptotic stability results for multisector models of optional growth under uncertainty when future utilities are discounted
Fisher information and the central limit theorem
Asymptotic expansions for sums of weakly dependent random vectors
THE DISTRIBUTION OF PERIODOGRAM ORDINATES
Edgeworth expansions for linear statistics of possibly long-range-dependent linear processes.
Limit theorems for empirical Fréchet means of independent and non-identically distributed manifold-valued random variables
Entropic approach to E. Rio's central limit theorem for \(W_2\) transport distance
Asymptotic expansions in functional limit theorems
On approximations to generalized Poisson distributions
An asymptotic minimax risk bound for estimation of a linear functional relationship
Simple universal bounds for Chebyshev-type quadratures
Edgeworth expansions for GEL estimators
Asymptotic distribution theory for the kalman filter state estimator
Adjusted empirical likelihood method for quantiles
Rates of convergence in the asymptotic normality for some local maximum estimators
A note on the second order universality at the edge of Coulomb gases on the plane
On the Edgeworth expansion for the sum of a function of uniform spacings
Detector relative efficiency analysis in non-Gaussian noise

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