Modified Edgeworth and Cornish-Fisher Expansions with Unknown Cumulants and no Singularities

DOI10.1080/03610918908812814zbMath0695.62026OpenAlexW2035059246MaRDI QIDQ3471339

E. D. McCune, S. K. McCune

Publication date: 1989

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918908812814

zbMATH Keywords

percentilesEdgeworth expansionjackknifeCornish-Fisher expansions

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20)

Related Items (1)

The structure of automorphic loops

Cites Work

• Expansions for the distribution and quantiles of a regular functional of the empirical distribution with applications to nonparametric confidence intervals
• Edgeworth correction by bootstrap in autoregressions
• Second order and \(L^ p\)-comparisons between the boostrap and empirical Edgeworth expansion methodologies
• On the asymptotic accuracy of Efron's bootstrap
• Bootstrap confidence intervals
• On cornish-fisher expansions with unknown cumulants
• On cornish-fisher expansions as a ratio of determinants without cumulants
• Generalized Asymptotic Expansions of Cornish-Fisher Type
• Exact formulas for additional terms in some 1mportant series expansions

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