Second order and \(L^ p\)-comparisons between the boostrap and empirical Edgeworth expansion methodologies
type: Item
instance of: scholarly article
title: Second order and \(L^ p\)-comparisons between the boostrap and empirical Edgeworth expansion methodologies
zbMATH Open document ID: 0669.62002
author: Rabi Bhattacharya
author: Maher Qumsiyeh
published in: The Annals of Statistics
publication date: 1989-01-01T00:00:00Z
review text: The boostrap estimate of distribution functions of studentized statistics is shown to be more accurate than even the two-term empirical Edgeworth expansion, thus strengthening the claim of superiority of the boostrap over the normal approximation method. The two methods are compared not only with respect to bounded bowl-shaped loss functions but also with respect to squared error loss and, more generally, in \(L^ p\)-norms.
Mathematics Subject Classification ID: 62E20
Mathematics Subject Classification ID: 62J05
zbMATH DE Number: 4096558
zbMATH Keywords: Cramer's condition
zbMATH Keywords: Lp-norms
zbMATH Keywords: boostrap estimate
zbMATH Keywords: studentized statistics
zbMATH Keywords: two-term empirical Edgeworth expansion
zbMATH Keywords: normal approximation
zbMATH Keywords: bounded bowl-shaped loss functions
zbMATH Keywords: squared error loss
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1214/aos/1176347008
OpenAlex ID: W2006282518
DOI: 10.1214/AOS/1176347008
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description: scientific article; zbMATH DE number 4096558