Edgeworth series for lattice distributions

DOI10.1214/AOS/1176347637MaRDI QIDQ916241zbMATH OpenOpenAlexWikidataFDO

Authors John Kolassa, P. McCullagh

Publication date 1990

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

Full work available at URL https://doi.org/10.1214/aos/1176347637

zbMATH Keywords

continuity-corrected Edgeworth seriesEdgeworth expansionsindependent and identically distributed lattice-valued random variablesnormalized sumrounding errorSheppard correctionSheppard-adjusted cumulantstruncation error

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Asymptotic distribution theory in statistics (62E20)

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• Continuity corrections for discrete distributions under the Edgeworth expansion
• A unified approach to volatility estimation in the presence of both rounding and random market microstructure noise
• Möbius transformation and Cauchy parameter estimation
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• Second-order asymptotics for the number of times an estimator is more than \(\varepsilon\) from its target value
• Higher-order approximations to conditional distribution functions
• Predicting a cyclic Poisson process
• Edgeworth expansions for network moments
• Asymptotic properties of the Bayes modal estimators of item parameters in item response theory
• Are volatility estimators robust with respect to modeling assumptions?
• On the representation of a density by an Edgeworth series
• Second order asymptotics for score tests in exponential family nonlinear models
• Explicit error bounds for lattice Edgeworth expansions
• scientific article; zbMATH DE number 876695 (Why is no real title available?)
• A uniform-in-P Edgeworth expansion under weak Cramér conditions
• scientific article; zbMATH DE number 7470640 (Why is no real title available?)
• Probabilistic parking functions
• Power calculations and critical values for two-stage nonparametric testing regimes
• The generalized alice HH vs Bob HT problem
• Long sequence Hopfield memory
• Asymptotic expansion of d-risks for hypothesis testing in Bernoulli scheme

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