Expansion of perturbed random variables based on generalized Wiener functionals
Using Watanabe's approach of generalized Wiener functionals, the authors present a general expansion formula for the distribution of a perturbated random variable, together with an estimate of the remainder term. They stress on the particular case of statistical estimators of the following form: a normal random variable perturbed by a (non-independent) scale factor.
scientific article; zbMATH DE number 954540