Monte carlo approximation to edgeworth expansions

DOI10.2307/3316113zbMath0949.62029OpenAlexW2105899673MaRDI QIDQ4944646

Shan Sun, Michael A. Martin

Publication date: 20 November 2000

Published in: Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3316113

zbMATH Keywords

bootstrapsimulationEdgeworth expansionsleast squaresMonte Carlo approximationEdgeworth approximations

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Nonparametric statistical resampling methods (62G09) Monte Carlo methods (65C05)

Cites Work

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• Inverting an Edgeworth expansion
• More Efficient Bootstrap Computations
• The bootstrap and Edgeworth expansion

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