Edgeworth expansions and rates of convergence for normalized sums: Chung's 1946 method revisited

DOI10.1016/J.SPL.2010.08.014MaRDI QIDQ613177zbMATH OpenOpenAlexFDO

Authors Helmut Finner, Thorsten Dickhaus

Publication date 20 December 2010

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2010.08.014

zbMATH Keywords

normal approximationHermite polynomialsStudent's \(t\)generalized self-normalized sumstatistical algorithms

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20)

Recommendations

• One term Edgeworth expansion for Student's \(t\) statistic
• scientific article; zbMATH DE number 1775004
• scientific article; zbMATH DE number 4001088
• scientific article; zbMATH DE number 4020197
• scientific article; zbMATH DE number 1129553

Cites work

• scientific article; zbMATH DE number 3017432 (Why is no real title available?)
• Asymptotic Approximations to Distributions
• Edgeworth expansion for Student's t statistic under minimal moment conditions
• THE DISTRIBUTION OF ‘STUDENT'S’ t IN RANDOM SAMPLES OF ANY SIZE DRAWN FROM NON-NORMAL UNIVERSES
• Testing Statistical Hypotheses
• The Approximate Distribution of Student's Statistic
• The Approximate Distributions of the Mean and Variance of a Sample of Independent Variables
• The bootstrap and Edgeworth expansion

Cited in

(3)

• Non-uniform bounds and Edgeworth expansions in self-normalized limit theorems
• On the asymptotic theory of new bootstrap confidence bounds
• scientific article; zbMATH DE number 6545529 (Why is no real title available?)

This page was built for publication: Edgeworth expansions and rates of convergence for normalized sums: Chung's 1946 method revisited

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q613177)