Edgeworth expansion in regression models

DOI10.1016/0047-259X(90)90017-CzbMath0705.62028MaRDI QIDQ918074

Maher B. Qumsiyeh

Publication date: 1990

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

zbMATH Keywords

Edgeworth expansionsAsymptotic expansionsmultiple linear regression modelsStudentized least squares estimate

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Asymptotic distribution theory in statistics (62E20) Linear regression; mixed models (62J05)

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Cites Work

• Refinements of the multidimensional central limit theorem and applications
• On the validity of the formal Edgeworth expansion
• An asymptotic expansion of the distribution of least squares estimators in the nonlinear regression model
• A note to the paper of ivanov and zwanzig on the asymptotic expansion of the least squares estimator
• Asymptotic Normality and Consistency of the Least Squares Estimators for Families of Linear Regressions
• Asymptotic Expansions of the Distributions of Estimators in a Linear Functional Relationship and Simultaneous Equations
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