Pages that link to "Item:Q4722997"
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The following pages link to On Multivariate Edgeworth Expansions (Q4722997):
Displaying 23 items.
- Higher-order improvements of the parametric bootstrap for long-memory Gaussian processes (Q275259) (← links)
- A Monte Carlo multi-asset option pricing approximation for general stochastic processes (Q508289) (← links)
- Higher order properties of the wild bootstrap under misspecification (Q528076) (← links)
- Validity of the formal Edgeworth expansion when the underlying distribution is partly discrete (Q1111268) (← links)
- Geometrical expansions for the distributions of the score vector and the maximum likelihood estimator (Q1206631) (← links)
- Valid asymptotic expansions for the maximum likelihood estimators of the parameter of a stationary, Gaussian, strongly dependent process (Q1429318) (← links)
- Multivariate generalized Gram-Charlier series in vector notations (Q1649162) (← links)
- Valid locally uniform Edgeworth expansions for a class of weakly dependent processes or sequences of smooth transformations (Q1695656) (← links)
- Approximating by the Wishart distribution (Q1915256) (← links)
- Automatic bandwidth choice and confidence intervals in nonparametric regression (Q1922372) (← links)
- A simple expression for the multivariate Hermite polynomials (Q1974084) (← links)
- New Edgeworth-type expansions with finite sample guarantees (Q2105182) (← links)
- Higher-order asymptotic normality of approximations to the modified signed likelihood ratio statistic for regular models (Q2466683) (← links)
- Normal moments and Hermite polynomials (Q2483896) (← links)
- Distribution and density approximation of the co variance matrix in the growth curve model (Q2716938) (← links)
- ECF estimation of Markov models where the transition density is unknown (Q3004024) (← links)
- Edgeworth Expansion for Linear Regression Processes with Long-Memory Errors (Q3007817) (← links)
- On the convergence rate of model selection criteria (Q4275842) (← links)
- Pointwise Confidence Intervals in Nonparametric Regression with Heteroscedastic Error Structure (Q4337763) (← links)
- Generalized bartlett correction (Q4386010) (← links)
- Generic Consistency for Approximate Stochastic Programming and Statistical Problems (Q4620421) (← links)
- MEMORY PARAMETER ESTIMATION IN THE PRESENCE OF LEVEL SHIFTS AND DETERMINISTIC TRENDS (Q4979496) (← links)
- Higher-order coverage errors of batching methods via Edgeworth expansions on \(t\)-statistics (Q6621527) (← links)
