Expansions for log densities of asymptotically normal estimates

DOI10.1007/s00362-008-0135-2zbMath1247.62045OpenAlexW2053350398MaRDI QIDQ451385

Christopher S. Withers, Saralees Nadarajah

Publication date: 23 September 2012

Published in: Statistical Papers (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00362-008-0135-2

zbMATH Keywords

cumulantsdensityEdgeworth expansionsCornish-Fisher expansion

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20)

Related Items (6)

Higher-order expansions of powered extremes of normal samples ⋮ Expansions for log densities of multivariate estimates ⋮ Cornish-Fisher expansions for sample autocovariances and other functions of sample moments of linear processes ⋮ Confidence intervals for the correlation from a bivariate normal ⋮ Negentropy as a function of cumulants ⋮ Expressions for the distribution and percentiles of the sums and products of chi-squares

Cites Work

• Expansions for the distribution and quantiles of a regular functional of the empirical distribution with applications to nonparametric confidence intervals
• Nonparametric confidence intervals for functions of several distributions
• The distribution and quantiles of a function of parameter estimates
• A simple expression for the multivariate Hermite polynomials
• The Percentile Points of Distributions Having Known Cumulants
• The distribution and cumulants of a studentised statistic
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