TRANSFORMATIONS FOR MULTIVARIATE STATISTICS

DOI10.1017/S0266466604205084zbMath1071.62049MaRDI QIDQ5696357

Patrick Marsh

Publication date: 18 October 2005

Published in: Econometric Theory (Search for Journal in Brave)

Mathematics Subject Classification ID

62H05: Characterization and structure theory for multivariate probability distributions; copulas

62B05: Sufficient statistics and fields

Related Items

A note on the rational parameterization of algebraic curves inMathematica ^®

Cites Work

• Effects of transformations in higher order asymptotic expansions
• On the validity of the formal Edgeworth expansion
• Empirically relevant critical values for hypothesis tests: A bootstrap approach
• Approximation to the Finite Sample Distribution for Nonstable First Order Stochastic Difference Equations
• Asymptotic Expansions of the Information Matrix Test Statistic
• Local sufficiency
• A Theorem of Validity for Edgeworth Expansions
• Prepivoting Test Statistics: A Bootstrap View of Asymptotic Refinements
• Approximations for densities of sufficient estimators
• Econometric Estimators and the Edgeworth Approximation
• Approximations to Some Finite Sample Distributions Associated with a First-Order Stochastic Difference Equation
• A General Theorem in the Theory of Asymptotic Expansions as Approximations to the Finite Sample Distributions of Econometric Estimators
• The Density of the Maximum Likelihood Estimator
• Efficient Tests for an Autoregressive Unit Root
• Higher-Order Improvements of a Computationally Attractive k-Step Bootstrap for Extremum Estimators
• Saddlepoint Approximations in Statistics
• Edgeworth expansions in Gaussian autoregression