Statistical distributions in univariate and multivariate Edgeworth populations

DOI10.1093/biomet/63.3.661zbMath0348.62008OpenAlexW1986197890MaRDI QIDQ4118650

A. W. Davis

Publication date: 1976

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/biomet/63.3.661

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Exact distribution theory in statistics (62E15) Asymptotic approximations, asymptotic expansions (steepest descent, etc.) (41A60)

Related Items (22)

Transformations of multivariate Edgeworth type expansions ⋮ Multivariate generalized Gram-Charlier series in vector notations ⋮ The expected values of invariant polynomials with matrix argument of elliptical distributions ⋮ Some consequences of model misspecification for \(t\) testing in a structural equation ⋮ The exact moments of OLS in dynamic regression models with non-normal errors ⋮ Distribution theory and inference for polynomial-normal densities ⋮ An Edgeworth-type expansion for the distribution of a likelihood-based discriminant function ⋮ Generalized Cornish-Fisher expansions ⋮ Invariant polynomials with two matrix arguments extending the zonal polynomials: Applications to multivariate distribution theory ⋮ Bayesian predictive analysis of the linear regression model with an edgeworth series prior distribution ⋮ Harmonic mean approach to unbalanced mixed effects models under heteroscedastic variances ⋮ Harmonic mean approach to uunbalanced random effects models under heteroscedasticity ⋮ On the validity of the formal Edgeworth expansion for posterior densities ⋮ FINITE-SAMPLE BIAS OF THE QMLE IN SPATIAL AUTOREGRESSIVE MODELS ⋮ Invariant Polynomials and Related Tests ⋮ On the expectation of a ratio of quadratic forms in normal variables ⋮ On comparing several straight lines under heteroscedasticity and robustness with respect to departure from normality ⋮ The moments of OLS and 2SLS when the disturbances are non-normal ⋮ On comparing several straight lines under heteroscedasticity and robustness with respect to departure from normality ⋮ Bayesian analysis of the linear regression model with an edgeworth series prior distribution ⋮ The exact density of nonparametric regression estimators: fixed design case ⋮ On approximating probability distributions of a statistic of brown-forsythe from normal and non-normal universes

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