Expansions for log densities of asymptotically normal estimates

DOI10.1007/S00362-008-0135-2zbMATH Open1247.62045OpenAlexW2053350398MaRDI QIDQ451385FDOQ451385

Authors: Christopher S. Withers, Saralees Nadarajah 

Publication date: 23 September 2012

Published in: Statistical Papers (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00362-008-0135-2

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zbMATH Keywords

densityEdgeworth expansionscumulantsCornish-Fisher expansion

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20)

Cites Work

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• A simple expression for the multivariate Hermite polynomials
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• Expansions for the distribution and quantiles of a regular functional of the empirical distribution with applications to nonparametric confidence intervals
• The distribution and quantiles of a function of parameter estimates
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• The Percentile Points of Distributions Having Known Cumulants
• The distribution and cumulants of a studentised statistic
• Nonparametric confidence intervals for functions of several distributions

Cited In (13)

• Higher-order expansions of powered extremes of normal samples
• Asymptotic results in partially non-regular log-exponential distributions
• Title not available (Why is that?)
• Tilted Edgeworth expansions for asymptotically normal vectors
• Negentropy as a function of cumulants
• Confidence intervals for the correlation from a bivariate normal
• A Note on Asymptotic Expansions of Logarithms of Likelihood Ratios of Least Favourable Distributions
• Title not available (Why is that?)
• Cornish-Fisher expansions for sample autocovariances and other functions of sample moments of linear processes
• Expansions for log densities of multivariate estimates
• Complete asymptotic expansions for normal extremes
• Cumulants and expansions for sums of log-normals
• Expressions for the distribution and percentiles of the sums and products of chi-squares

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