Edgeworth expansion of the distribution of Stein's statistic

DOI10.1017/S0305004100060448zbMath0511.62027OpenAlexW2078405090MaRDI QIDQ4748986

Hall, Peter

Publication date: 1983

Published in: Mathematical Proceedings of the Cambridge Philosophical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s0305004100060448

zbMATH Keywords

bibliographykurtosisskewnessStudent texplicit conditionstwo-term Edgeworth expansioncase of non- normalityStein two sample t-statistic

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Asymptotic properties of parametric tests (62F05)

Related Items (1)

Accuracy of binned kernel functional approximations

Cites Work

• Monotone dependence
• On the validity of the formal Edgeworth expansion
• Approximating conditional distributions by the mixed Edgeworth-saddlepoint expansion
• Effect of Non-Normality on Stein's Two Sample Test
• On methods of asymptotic approximation for multivariate distributions
• SIGNIFICANCE OF DIFFERENCE BETWEEN THE MEANS OF TWO NON-NORMAL SAMPLES
• THE DISTRIBUTION OF THE VARIANCE RATIO IN RANDOM SAMPLES OF ANY SIZE DRAWN FROM NON-NORMAL UNIVERSES
• THE FREQUENCY DISTRIBUTION OF THE PRODUCT-MOMENT CORRELATION COEFFICIENT IN RANDOM SAMPLES OF ANY SIZE DRAWN FROM NON-NORMAL UNIVERSES
• BI-VARIATE k-STATISTICS AND CUMULANTS OF THEIR JOINT SAMPLING DISTRIBUTION
• ESTIMATION BY DOUBLE SAMPLING
• A Two-Sample Test for a Linear Hypothesis Whose Power is Independent of the Variance

This page was built for publication: Edgeworth expansion of the distribution of Stein's statistic