Tilted Edgeworth expansions for asymptotically normal vectors
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Publication:907061
DOI10.1007/s10463-008-0206-0zbMath1432.62049OpenAlexW2102651973MaRDI QIDQ907061
Christopher S. Withers, Saralees Nadarajah
Publication date: 1 February 2016
Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10463-008-0206-0
Asymptotic properties of parametric estimators (62F12) Central limit and other weak theorems (60F05) Approximations to statistical distributions (nonasymptotic) (62E17)
Related Items (6)
Some integrals involving multivariate Hermite polynomials: application to evaluating higher-order local powers ⋮ The misclassification error of the maximum likelihood procedure when deciding among a finite choice of distributions ⋮ Expansions for posterior distributions ⋮ Confidence intervals for the length of a vector mean ⋮ Conditioning out rare events for exponential families has negligible effect on inference ⋮ Confidence Intervals for the Normal Multiple Correlation
Uses Software
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