Edgeworth expansions for a class of spectral density estimators and their applications to interval estimation

DOI10.5705/SS.202017.0121MaRDI QIDQ4558602zbMATH OpenOpenAlexFDO

Authors A. Chatterjee, Soumendra N. Lahiri

Publication date 22 November 2018

Published in STATISTICA SINICA (Search for Journal in Brave)

Full work available at URL https://doi.org/10.5705/ss.202017.0121

zbMATH Keywords

confidence intervalsEdgeworth expansionsfrequency domainspectral density estimatorsstationarystudentizationtapervariance stabilizing transformation

Mathematics Subject Classification ID

Density estimation (62G07) Nonparametric tolerance and confidence regions (62G15) Asymptotic properties of nonparametric inference (62G20) Inference from stochastic processes and spectral analysis (62M15)

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(3)

• Edgeworth expansions for functions of weighted empirical distributions with applications to nonparametric confidence intervals
• Edgeworth expansions for nonparametric density estimators, with applications
• EDGEWORTH EXPANSIONS FOR SPECTRAL DENSITY ESTIMATES AND STUDENTIZED SAMPLE MEAN

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