Tilted Edgeworth expansions for asymptotically normal vectors

DOI10.1007/s10463-008-0206-0zbMath1432.62049OpenAlexW2102651973MaRDI QIDQ907061

Christopher S. Withers, Saralees Nadarajah

Publication date: 1 February 2016

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

Full work available at URL: https://doi.org/10.1007/s10463-008-0206-0

zbMATH Keywords

distributioncumulantsexpansionsLagrange inversionCornish and FisherEdgeworthtilted Edgeworth

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Central limit and other weak theorems (60F05) Approximations to statistical distributions (nonasymptotic) (62E17)

Related Items (6)

Some integrals involving multivariate Hermite polynomials: application to evaluating higher-order local powers ⋮ The misclassification error of the maximum likelihood procedure when deciding among a finite choice of distributions ⋮ Expansions for posterior distributions ⋮ Confidence intervals for the length of a vector mean ⋮ Conditioning out rare events for exponential families has negligible effect on inference ⋮ Confidence Intervals for the Normal Multiple Correlation

Uses Software

• Hetero

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