Pages that link to "Item:Q1253504"
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The following pages link to On the validity of the formal Edgeworth expansion (Q1253504):
Displayed 50 items.
- Normalizing and variance stabilizing transformations of multivariate statistics under an elliptical population (Q578803) (← links)
- A class of tests for a general covariance structure (Q581964) (← links)
- Interpretation and manipulation of Edgeworth expansions (Q688357) (← links)
- Bartlett-type modification for Rao's efficient score statistic (Q749071) (← links)
- Second order optimality of stationary bootstrap (Q756317) (← links)
- Edgeworth expansions for statistics which are functions of lattice and non-lattice variables (Q758029) (← links)
- An asymptotic minimax risk bound for estimation of a linear functional relationship (Q793479) (← links)
- Edgeworth expansion in regression models (Q918074) (← links)
- A comparison of higher-order local powers of a class of one-way MANOVA tests under general distributions (Q928852) (← links)
- Multiple comparisons of several heteroscedastic multivariate populations (Q945467) (← links)
- Hotelling's one-sample and two-sample \(T^2\) tests and the multivariate Behrens-Fisher problem under nonnormality (Q947242) (← links)
- Edgeworth expansion for ergodic diffusions (Q948933) (← links)
- High-dimensional asymptotic expansions for the distributions of canonical correlations (Q958920) (← links)
- Third-order power comparisons for a class of tests for multivariate linear hypothesis under general distributions (Q1000574) (← links)
- The Feynman graph representation of convolution semigroups and its applications to Lévy statistics (Q1002556) (← links)
- A method for approximations to the PDF's and CDF's of GLSE's and its application to the seemingly unrelated regression model (Q1054101) (← links)
- Normalizing and variance stabilizing transformations for intraclass correlations (Q1065480) (← links)
- Edgeworth expansions for sampling without replacement from finite populations (Q1074258) (← links)
- Third order asymptotic properties of maximum likelihood estimators for Gaussian ARMA processes (Q1077855) (← links)
- Effects of transformations in higher order asymptotic expansions (Q1086942) (← links)
- Validity of Edgeworth expansions of minimum contrast estimators for Gaussian ARMA processes (Q1088354) (← links)
- Comparison between the locally most powerful unbiased and Rao's tests (Q1089696) (← links)
- The asymptotic properties of the Cornish-Bowden-Eisenthal median estimator (Q1091070) (← links)
- On the Edgeworth expansion for the sum of a function of uniform spacings (Q1095521) (← links)
- Unusual properties of bootstrap confidence intervals in regression problems (Q1102055) (← links)
- On the second order local comparison between perturbed maximum likelihood estimators and Rao's statistic as test statistics (Q1109448) (← links)
- Validity of the formal Edgeworth expansion when the underlying distribution is partly discrete (Q1111268) (← links)
- Performance of balanced bootstrap resampling in distribution function and quantile problems (Q1118246) (← links)
- Second order asymptotic optimality of estimators for a density with finite cusps (Q1118925) (← links)
- Nonparametric confidence intervals for functions of several distributions (Q1118930) (← links)
- On moment conditions for valid formal Edgeworth expansions (Q1120213) (← links)
- Bootstrap inversion of Edgeworth expansions for nonparametric confidence intervals (Q1122901) (← links)
- A Bartlett-type correction for the subject-years method in comparing survival data to a standard population (Q1126096) (← links)
- The second-order bias and mean squared error of nonlinear estimators (Q1126480) (← links)
- The distribution and quantiles of a function of parameter estimates (Q1164332) (← links)
- The speed of convergence of prices in random exchange economies (Q1165130) (← links)
- Weak convergence of bounded influence regression estimates with applications to repeated significance testing (Q1169771) (← links)
- Asymptotic distributions of functions of the eigenvalues of some random matrices for nonnormal populations (Q1170841) (← links)
- Higher order asymptotics for the likelihood ratio, Rao's and Wald's tests (Q1186632) (← links)
- On the bootstrap and the trimmed mean (Q1186780) (← links)
- Edgeworth expansions for \(M\)-estimators of a regression parameter (Q1201117) (← links)
- Edgeworth expansions for errors-in-variables models (Q1201131) (← links)
- Bounds for the sample size to justify normal approximation of the confidence level (Q1206614) (← links)
- Expansions for statistics involving the mean absolute deviations (Q1206660) (← links)
- More higher-order efficiency: Concentration probability (Q1275420) (← links)
- On confidence intervals in nonparametric binary regression via Edgeworth expansions (Q1293665) (← links)
- Efficient weighted bootstraps for the mean (Q1298939) (← links)
- Bootstrapping binomial confidence intervals (Q1344186) (← links)
- Estimation with prescribed proportional accuracy for a two-parameter exponential family of distributions (Q1354414) (← links)
- An Edgeworth expansion for symmetric statistics (Q1359428) (← links)