Uniform coverage bounds for confidence intervals and Berry-Esseen theorems for Edgeworth expansion

DOI10.1214/aos/1176324525zbMath0824.62043OpenAlexW1998702084MaRDI QIDQ1896259

Hall, Peter, Bing-Yi Jing

Publication date: 21 August 1995

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176324525

zbMATH Keywords

bootstrapskewnessminimax boundStudentized meanpopulation meannormal approximation methodBerry-Esseen theoremscoverage error of confidence intervalsempirical Edgeworth correctionhigher orders of Edgeworth correctionhigher orders of moments

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Nonparametric tolerance and confidence regions (62G15)

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