Monte carlo approximation to edgeworth expansions

DOI10.2307/3316113MaRDI QIDQ4944646zbMATH OpenOpenAlexFDO

Authors Michael A. Martin, Shan Sun, Peter Hall

Publication date 20 November 2000

Published in The Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/3316113

zbMATH Keywords

bootstrapsimulationleast squaresEdgeworth expansionsMonte Carlo approximationEdgeworth approximations

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Monte Carlo methods (65C05) Nonparametric statistical resampling methods (62G09)

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Cites work

• scientific article; zbMATH DE number 3812757 (Why is no real title available?)
• scientific article; zbMATH DE number 1085993 (Why is no real title available?)
• Inverting an Edgeworth expansion
• More Efficient Bootstrap Computations
• The bootstrap and Edgeworth expansion

Cited in

(1)

• Edgeworth expansions with mixtures and applications

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