Expansions for log densities of asymptotically normal estimates

DOI10.1007/S00362-008-0135-2MaRDI QIDQ451385zbMATHOpenAlexFDO

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

zbMATH Keywords

densityEdgeworth expansionscumulantsCornish-Fisher expansion

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20)

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Cites work

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• The Percentile Points of Distributions Having Known Cumulants
• The distribution and cumulants of a studentised statistic
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Cited in

(13)

• Expressions for the distribution and percentiles of the sums and products of chi-squares
• A Note on Asymptotic Expansions of Logarithms of Likelihood Ratios of Least Favourable Distributions
• Higher-order expansions of powered extremes of normal samples
• Cumulants and expansions for sums of log-normals
• Asymptotic results in partially non-regular log-exponential distributions
• Cornish-Fisher expansions for sample autocovariances and other functions of sample moments of linear processes
• scientific article; zbMATH DE number 4073644 (Why is no real title available?)
• Negentropy as a function of cumulants
• Tilted Edgeworth expansions for asymptotically normal vectors
• scientific article; zbMATH DE number 5165173 (Why is no real title available?)
• Expansions for log densities of multivariate estimates
• Complete asymptotic expansions for normal extremes
• Confidence intervals for the correlation from a bivariate normal

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