The distribution and quantiles of a function of parameter estimates

DOI10.1007/BF02481007MaRDI QIDQ1164332zbMATH OpenFDO

Authors Christopher S. Withers

Publication date 1982

Published in Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

zbMATH Keywords

confidence intervalsEdgeworth expansionasymptotic expansionsCornish-Fisher expansionserror in central limit theorem approximationsgeneralized Behrens-Fisher statisticslinear combination of means of normal populationsstudentisation

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05)

Cites work

• scientific article; zbMATH DE number 3171495 (Why is no real title available?)
• On the validity of the formal Edgeworth expansion
• SIGNIFICANCE OF DIFFERENCE BETWEEN THE MEANS OF TWO NON-NORMAL SAMPLES
• TESTING FOR NORMALITY

Cited in

(34)

• Bias reduction for the ratio of means
• Reduction of bias and skewness with applications to second order accuracy
• Cornish-Fisher expansions about the \(F\)-distribution
• Generalized Cornish-Fisher expansions
• Expansions for log densities of asymptotically normal estimates
• A general class of CUSUM statistics
• Adjusting Cornish-Fisher expansions and confidence intervals for the effect of roundoff
• Tilted Edgeworth expansions for asymptotically normal vectors
• Nonparametric confidence intervals for functions of several distributions
• Asymptotic properties of M-estimators in linear and nonlinear multivariate regression models
• Confidence intervals for the correlation from a bivariate normal
• Nonparametric confidence intervals for the integral of a function of an unknown density
• Confidence Intervals for the Normal Multiple Correlation
• Simple alternatives for Box-Cox transformations
• Improved confidence regions based on Edgeworth expansions
• The bias and skewness of \(M\)-estimators in regression
• Edgeworth and Cornish Fisher expansions and confidence intervals for the distribution, density and quantiles of kernel density estimates
• Cornish-Fisher expansions for functionals of the partial sum empirical distribution
• Cornish-Fisher expansions for functionals of the weighted partial sum empirical distribution
• Accurate tests and intervals based on multivariate CUSUM statistics
• Expansions about the gamma for the distribution and quantiles of a standard estimate
• Expansions for the distribution of asymptotically chi-square statistics
• Expansions for log densities of multivariate estimates
• Cornish-Fisher expansions for sample autocovariances and other functions of sample moments of linear processes
• Canonical regression models for exponential families
• Expansions for posterior distributions
• Bias reduction by taylor series^∗
• Edgeworth expansions for functions of weighted empirical distributions with applications to nonparametric confidence intervals
• Transformations of multivariate Edgeworth type expansions
• Confidence intervals for linear combinations of Poisson means
• Confidence intervals for lognormal regression and a non-parametric alternative
• Confidence intervals for the length of a vector mean
• Cumulants of multinomial and negative multinomial distributions
• Expressions for the distribution and percentiles of the sums and products of chi-squares

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