Edgeworth expansions and rates of convergence for normalized sums: Chung's 1946 method revisited

DOI10.1016/J.SPL.2010.08.014zbMath1202.62030OpenAlexW2070291191MaRDI QIDQ613177

Helmut Finner, Thorsten Dickhaus

Publication date: 20 December 2010

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2010.08.014

zbMATH Keywords

Hermite polynomialsnormal approximationStudent's \(t\)generalized self-normalized sumstatistical algorithms

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20)

Related Items (2)

Unnamed Item ⋮ On the asymptotic theory of new bootstrap confidence bounds

Cites Work

• Unnamed Item
• Edgeworth expansion for Student's t statistic under minimal moment conditions
• Asymptotic Approximations to Distributions
• Testing Statistical Hypotheses
• THE DISTRIBUTION OF ‘STUDENT'S’ t IN RANDOM SAMPLES OF ANY SIZE DRAWN FROM NON-NORMAL UNIVERSES
• The Approximate Distribution of Student's Statistic
• The Approximate Distributions of the Mean and Variance of a Sample of Independent Variables
• The bootstrap and Edgeworth expansion

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