Edgeworth expansions for compound Poisson processes and the bootstrap

zbMath1050.62020MaRDI QIDQ1881379

Kesar Singh, Yaning Yang, Gutti Jogesh Babu

Publication date: 5 October 2004

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

zbMATH Keywords

confidence intervalPoisson processstudentizationrenewal reward processesapproximate cumulantnon-lattice distributionone-term Edgeworth correction by bootstrap

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Nonparametric statistical resampling methods (62G09)

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