Cornish-Fisher expansions using sample cumulants and monotonic transformations
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Publication:642218
DOI10.1016/J.JMVA.2011.05.013zbMath1229.62015OpenAlexW2090065082MaRDI QIDQ642218
Publication date: 25 October 2011
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2011.05.013
Asymptotic properties of parametric estimators (62F12) Parametric tolerance and confidence regions (62F25) Asymptotic distribution theory in statistics (62E20)
Related Items (10)
Asymptotic expansions for the estimators of Lagrange multipliers and associated parameters by the maximum likelihood and weighted score methods ⋮ Bias Adjustment Minimizing the Asymptotic Mean Square Error ⋮ Asymptotic cumulants of ability estimators using fallible item parameters ⋮ Asymptotic cumulants of the estimator of the canonical parameter in the exponential family ⋮ Size corrected significance tests in seemingly unrelated regressions with autocorrelated errors ⋮ ASYMPTOTIC CUMULANTS OF SOME INFORMATION CRITERIA ⋮ A unified treatment of agreement coefficients and their asymptotic results: the formula of the weighted mean of weighted ratios ⋮ Asymptotic properties of the Bayes modal estimators of item parameters in item response theory ⋮ Asymptotic expansions for the ability estimator in item response theory ⋮ Matching pseudocounts for interval estimation of binomial and Poisson parameters
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