Higher order normalizing transformations of asymptotic \(U\)-statistics for removing bias, skewness and kurtosis
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Publication:1969137
DOI10.1016/S0378-3758(99)00087-7zbMath0977.62053WikidataQ126989509 ScholiaQ126989509MaRDI QIDQ1969137
Yoshihiko Maesono, Yumi Fujioka
Publication date: 27 September 2000
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Asymptotic properties of parametric estimators (62F12) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20)
Related Items (5)
Cornish-Fisher expansions using sample cumulants and monotonic transformations ⋮ Edgeworth Expansion and Normalizing Transformation of Ratio Statistics and Their Application ⋮ Linear transformations to symmetry ⋮ Higher-order comparisons of asymptotic confidence intervals ⋮ Accurate confidence intervals in regression analyses of non-normal data
Cites Work
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- Edgeworth corrected pivotal statistics and the bootstrap
- Normalizing transformations and bootstrap confidence intervals
- Edgeworth expansions of a studentized \(U\)-statistic and a jackknife estimator of variance
- The Edgeworth expansion for U-statistics of degree two
- Higher order asymptotic theory for normalizing transformations of maximum likelihood estimators
- Large Deviation Probabilities for U-Statistics
- Normalizing transformations of some statistics in multivariate analysis
- Modified t Tests and Confidence Intervals for Asymmetrical Populations
- The Distribution of Chi-Square
- Improvements of jackknife confidence limit methods
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