When does Edgeworth beat Berry and Esséen? Numerical evaluations of Edgeworth expansions

DOI10.1016/S0378-3758(96)00198-XzbMath0948.62008OpenAlexW2090790445MaRDI QIDQ1372343

Marc Hallin, Munsup Seoh

Publication date: 6 November 2000

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0378-3758(96)00198-x

zbMATH Keywords

bootstrapEdgeworth expansionseconometricsrisk theoryBerry-Esséen boundslarge size samples

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Bootstrap, jackknife and other resampling methods (62F40) Nonparametric statistical resampling methods (62G09)

Related Items (3)

A Monte Carlo estimation of the entropy for Markov chains ⋮ Asymptotically optimal Berry-Esseen-type bounds for distributions with an absolutely continuous part ⋮ Shortening the distance between Edgeworth and Berry-Esseen in the classical case

Cites Work

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• Refinement of the upper bound of the constant in the central limit theorem
• Higher order asymptotics for the likelihood ratio, Rao's and Wald's tests
• Asymptotic expansions for the power of distribution free tests in the one-sample problem
• Fourier analysis of distribution functions. A mathematical study of the Laplace-Gaussian law
• Asymptotic Approximations to Distributions
• An application of Fourier methods to the problem of sharpening the Berry-Esseen inequality
• The bootstrap and Edgeworth expansion

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