Inverting an Edgeworth expansion

DOI10.1214/aos/1176346162zbMath0525.62024OpenAlexW2067820762MaRDI QIDQ585621

Hall, Peter

Publication date: 1983

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176346162

zbMATH Keywords

confidence intervalsnormal approximationcorrection termsexplicit formulaeeffects of non-normalityinversion of Edgeworth expansionsstudentized mean

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Parametric tolerance and confidence regions (62F25) Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05)

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