Edgeworth and Cornish Fisher expansions and confidence intervals for the distribution, density and

DOI10.6092/issn.1973-2201/3535zbMath1453.62448OpenAlexW1515362043MaRDI QIDQ5148377

Christopher S. Withers, Saralees Nadarajah

Publication date: 4 February 2021

Full work available at URL: https://doaj.org/article/ba7ba4cf4fae4d40baa674d749b9b534

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic distribution theory in statistics (62E20) Nonparametric tolerance and confidence regions (62G15)

Cites Work

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• Expansions for the distribution and quantiles of a regular functional of the empirical distribution with applications to nonparametric confidence intervals
• Nonparametric probability density estimation by discrete maximum penalized-likelihood criteria
• The distribution and quantiles of a function of parameter estimates
• Variable kernel density estimation
• A simple expression for the multivariate Hermite polynomials
• The Percentile Points of Distributions Having Known Cumulants
• Edgeworth expansions for triangular arrays
• On Estimation of a Probability Density Function and Mode
• The bootstrap and Edgeworth expansion

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