Effects of transformations in higher order asymptotic expansions

DOI10.1007/BF02482524zbMath0609.62075MaRDI QIDQ1086942

Naoto Niki, Sadanori Konishi

Publication date: 1986

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

zbMATH Keywords

Hermite polynomialsoscillationstailsApproximate formulaeEdgeworth type asymptotic expansions

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Asymptotic distribution theory in statistics (62E20)

Related Items

Edgeworth expansions and normalizing transforms for inequality measures, Maximum Entropy Approximations for Asymptotic Distributions of Smooth Functions of Sample Means, Asymptotic expansions for the distribution of quadratic forms in normal variables, Asymptotic Expansion in Reduced Rank Regression Under Normality and Nonnormality, Normalizing transformation of Dempster type statistic in high-dimensional settings, Computer algebra application to the distribution of sample correlation coefficient, TRANSFORMATIONS FOR MULTIVARIATE STATISTICS, Generalized bartlett correction, Confidence Regions for the Mean Direction of the Von Mises–Fisher Distribution, Cumulants of random sum distributions, Edgeworth expansions in Gaussian autoregression, Box-Cox transforms for realized volatility, Some exact expressions for the mean and higher moments of functions of sample moments, General saddlepoint approximations to distributions under an elliptical population

Uses Software

• REDUCE

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• On the validity of the formal Edgeworth expansion
• Higher order asymptotic expansions for the distribution of the sample correlation coefficient
• Asymptotic Approximations to Distributions
• Normalizing transformations of some statistics in multivariate analysis
• An approximation to the distribution of the sample correlation coefficient
• Linear Statistical Inference and its Applications