Edgeworth expansion of the distribution of Stein's statistic
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Publication:4748986
DOI10.1017/S0305004100060448zbMath0511.62027MaRDI QIDQ4748986
Publication date: 1983
Published in: Mathematical Proceedings of the Cambridge Philosophical Society (Search for Journal in Brave)
bibliography; kurtosis; skewness; Student t; explicit conditions; two-term Edgeworth expansion; case of non- normality; Stein two sample t-statistic
62E20: Asymptotic distribution theory in statistics
62F05: Asymptotic properties of parametric tests
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