On the numerical accuracy of approximations based on edgeworth expansions

DOI10.1080/00949658008810410zbMath0454.62023OpenAlexW2023193595MaRDI QIDQ3902313

Thomas J. Pfaff, Johann Pfanzagl

Publication date: 1980

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949658008810410

zbMATH Keywords

asymptotic expansionEdgeworth expansionsnormal approximationnumerical accuracy

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Asymptotic properties of parametric tests (62F05) Probabilistic methods, stochastic differential equations (65C99)

Related Items (2)

Second order asymptotics in nonlinear regression ⋮ On the accuracy of asymptotic expansions for power functions

Cites Work

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• Asymptotic expansions related to minimum contrast estimators
• An asymptotically complete class of tests
• Deficiency

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