Edgeworth expansions for functions of weighted empirical distributions with applications to nonparametric confidence intervals

DOI10.1080/10485250802392971zbMath1154.62040OpenAlexW2036336510MaRDI QIDQ3548446

Christopher S. Withers, Saralees Nadarajah

Publication date: 12 December 2008

Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10485250802392971

zbMATH Keywords

nonparametric confidence intervalsEdgeworth-Cornish-Fisher expansionsvon Mises derivativesweighted empirical distribution

Mathematics Subject Classification ID

Nonparametric tolerance and confidence regions (62G15) Order statistics; empirical distribution functions (62G30) Approximations to statistical distributions (nonasymptotic) (62E17)

Related Items (4)

Cornish-Fisher expansions for functionals of the weighted partial sum empirical distribution ⋮ Cornish-Fisher expansions for sample autocovariances and other functions of sample moments of linear processes ⋮ The distribution and quantiles of functionals of weighted empirical distributions when observations have different distributions ⋮ Adjusting Cornish–Fisher expansions and confidence intervals for the effect of roundoff

Cites Work

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• Test Procedures for Possible Changes in Parameters of Statistical Distributions Occurring at Unknown Time Points
• Estimating the Current Mean of a Normal Distribution which is Subjected to Changes in Time
• The bootstrap and Edgeworth expansion

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