Optimizing Lengths of Confidence Intervals: Fourth-Order Efficiency in Location Models

DOI10.1080/03610920903171846zbMath1318.62078OpenAlexW2007503731MaRDI QIDQ3585248

Chris A. J. Klaassen, Shanti A. Venetiaan

Publication date: 19 August 2010

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610920903171846

zbMATH Keywords

quantileCornish-Fisher expansionspread inequalityconfidence interval inequality

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Parametric tolerance and confidence regions (62F25) Point estimation (62F10)

Related Items

Edgeworth–Cornish–Fisher–Hill–Davis expansions for normal and non-normal limits via Bell polynomials

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• An expansion for the maximum likelihood estimator of location and its distribution function
• Location estimators and spread
• Asymptotic expansions for general statistical models. With the assist. of W. Wefelmeyer
• Estimators and spread
• Asymptotic properties of estimators of a location parameter
• Third order efficiency implies fourth order efficiency: A resolution of the conjecture of J. K. Ghosh
• On the Edgeworth Expansion for the Logarithm of the Likelihood Ratio. I
• On Efficiency of First and Second Order
• The Probability Integral Transform and Related Results
• The bootstrap and Edgeworth expansion