A uniform-in-P Edgeworth expansion under weak Cramér conditions

DOI10.1080/02331888.2020.1830094zbMath1479.62014arXiv1806.01431OpenAlexW3095456238MaRDI QIDQ4999844

Kyungchul Song

Publication date: 2 July 2021

Published in: Unnamed Author (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1806.01431

zbMATH Keywords

bootstrapresamplingnormal approximationEdgeworth expansionweak Cramér condition

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20) Probability distributions: general theory (60E05)

Related Items (1)

Edgeworth expansions for network moments

Cites Work

• Limit theorems for \(U\)-processes
• Gaussian characterization of uniform Donsker classes of functions
• Edgeworth series for lattice distributions
• On the asymptotic accuracy of Efron's bootstrap
• Uniform Donsker classes of functions
• On the validity of Edgeworth and saddlepoint approximations
• Uniform coverage bounds for confidence intervals and Berry-Esseen theorems for Edgeworth expansion
• A weak Cramér condition and application to Edgeworth expansions
• An improved bootstrap test of stochastic dominance
• Inference Based on Conditional Moment Inequalities
• Uniform Inference in Autoregressive Models
• The bootstrap and Edgeworth expansion

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