TRANSFORMATIONS FOR MULTIVARIATE STATISTICS
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Cites work
- A General Theorem in the Theory of Asymptotic Expansions as Approximations to the Finite Sample Distributions of Econometric Estimators
- A Theorem of Validity for Edgeworth Expansions
- Approximation to the Finite Sample Distribution for Nonstable First Order Stochastic Difference Equations
- Approximations for densities of sufficient estimators
- Approximations to Some Finite Sample Distributions Associated with a First-Order Stochastic Difference Equation
- Asymptotic Expansions of the Information Matrix Test Statistic
- Econometric Estimators and the Edgeworth Approximation
- Edgeworth expansions in Gaussian autoregression
- Effects of transformations in higher order asymptotic expansions
- Efficient Tests for an Autoregressive Unit Root
- Empirically relevant critical values for hypothesis tests: A bootstrap approach
- Higher-Order Improvements of a Computationally Attractive k-Step Bootstrap for Extremum Estimators
- Local sufficiency
- On the validity of the formal Edgeworth expansion
- Prepivoting Test Statistics: A Bootstrap View of Asymptotic Refinements
- Saddlepoint Approximations in Statistics
- The Density of the Maximum Likelihood Estimator
Cited in
(12)- Cook statistic and diagnostics for transformations
- Higher order asymptotic theory for normalizing transformations of maximum likelihood estimators
- Higher order normalizing transformations of asymptotic \(U\)-statistics for removing bias, skewness and kurtosis
- Linear transformations to symmetry
- Edgeworth expansions and normalizing transforms for inequality measures
- A note on the rational parameterization of algebraic curves inMathematica ®
- On parameter transformations and interval estimation
- scientific article; zbMATH DE number 4024507 (Why is no real title available?)
- Reduction of bias and skewness with applications to second order accuracy
- Exponential series estimator of multivariate densities
- Calculating cumulants of a Taylor expansion of a multivariate function
- Box-Cox transforms for realized volatility
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