Interpretation and manipulation of Edgeworth expansions

DOI10.1007/BF00775819zbMath0777.62023OpenAlexW2030179129MaRDI QIDQ688357

Wilbert C. M. Kallenberg

Publication date: 2 December 1993

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00775819

zbMATH Keywords

asymptotic expansionsEdgeworth expansionscontiguous alternativestwo-sample problemcombination of test statisticsfirst order efficiencyone-sample problempower of linear rank statisticssecond order efficiencysecond order standardization

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic distribution theory in statistics (62E20)

Cites Work

• Unnamed Item
• Third order asymptotic properties of maximum likelihood estimators for Gaussian ARMA processes
• Deficiencies of combined rank tests
• Asymptotic expansions for the power of distribution free tests in the one-sample problem
• Asymptotic expansions for the power of distributionfree tests in the two- sample problem
• On the validity of the formal Edgeworth expansion
• Approximations to the Lifetime Distribution of k-Out-of-n Systems with Cold Standby

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