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

DOI10.1016/J.SPL.2010.08.014zbMATH Open1202.62030OpenAlexW2070291191MaRDI QIDQ613177FDOQ613177

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

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

zbMATH Keywords

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

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20)

Cites Work

• Testing Statistical Hypotheses
• Edgeworth expansion for Student's t statistic under minimal moment conditions
• The bootstrap and Edgeworth expansion
• Asymptotic Approximations to Distributions
• The Approximate Distributions of the Mean and Variance of a Sample of Independent Variables
• THE DISTRIBUTION OF ‘STUDENT'S’ t IN RANDOM SAMPLES OF ANY SIZE DRAWN FROM NON-NORMAL UNIVERSES
• Title not available (Why is that?)
• The Approximate Distribution of Student's Statistic

Cited In (3)

• On the asymptotic theory of new bootstrap confidence bounds
• Non-uniform bounds and Edgeworth expansions in self-normalized limit theorems
• Title not available (Why is that?)

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)