Tilted Edgeworth expansions for asymptotically normal vectors

Christopher S. Withers, Saralees Nadarajah

Type: Article

Publication Date: 2008-09-09

Citations: 13

DOI: https://doi.org/10.1007/s10463-008-0206-0

View Publication

Locations

Annals of the Institute of Statistical Mathematics - View

Similar Works

Action	Title	Year	Authors
+	Transformations of multivariate Edgeworth type expansions	2011	Christopher S. Withers Saralees Nadarajah
+	Ε. Edgeworth expansions	2000
+	Interpretation and manipulation of Edgeworth expansions	1993	W.C.M. Kallenberg
+	Edgeworth expansions for L-statistics	2001	B. Alberink Gyula Pap M.C.A. van Zuijlen
+	Edgeworth expansions for functions of uniform spacings : (preprint)	1980	Ronald J. M. M. Does Roelof Helmers
+	Amendment: On Multivariate Edgeworth Expansions	1989
+	Simplified Matrix Methods for Multivariate Edgeworth Expansions	2019	Gubhinder Kundhi Paul Rilstone
+	Edgeworth expansions for linear combinations of order statistics	1982	Roelof Helmers
+	Density Crossing Points of Self-Normalized Sums and Normal via Edgeworth expansions	2008	Thorsten Dickhaus Helmut Finner
+	Edgeworth expansions in very-high-dimensional problems	1998	Niall Anderson Peter Hall D. M. Titterington
+	Edgeworth expansions for linear combinations of order statistics with smooth weight functions : (preprint)	1976	Roelof Helmers
+	ORTHOGONAL EXPANSIONS	1961	S. Hartman Jan Mikusiński
+	Edgeworth Expansion of Densities of Order Statistics with Fixed Rank	2003	Shi Hong Cheng
+	Expansions with orthogonal polynomials	2015
+	Expansions with orthogonal polynomials	2023
+	Orthorecursive expansions in Hilbert spaces	2010	A. V. Politov
+	Edgeworth expansions for studentized and prepivoted sample quantiles☆	1992	Michael Falk Daniel Janas
+	A Note on Edgeworth Expansion	2016	Reza Habibi
+ PDF Chat	Edgeworth Expansions for Linear Combinations of Order Statistics.	1986	Amaury Lambert Roelof Helmers
+	On Moment Conditions for Valid Formal Edgeworth Expansions	1989	RABI N. BHATTACHARYA J.K. GHOSH

Works That Cite This (12)

Action	Title	Year	Authors
+	EXPANSIONS FOR SUMS OF RAYLEIGHS	2009	Christopher S. Withers Saralees Nadarajah
+ PDF Chat	Expansions for the distribution of<i>M</i>-estimates with applications to the Multi-Tone problem	2009	Christopher S. Withers Saralees Nadarajah
+	Conditioning out rare events for exponential families has negligible effect on inference	2015	Christopher S. Withers Saralees Nadarajah
+	Chain rules for multivariate cumulant coefficients	2022	Christopher S. Withers Saralees Nadarajah
+ PDF Chat	5th-Order Multivariate Edgeworth Expansions for Parametric Estimates	2024	Christopher S. Withers
+	Expansions for posterior distributions	2023	Christopher S. Withers Saralees Nadarajah
+	MS 584 Expansions for the Conditional Distribution and Density of a Standard Estimate	2024	Christopher S. Withers
+	Confidence intervals for the length of a vector mean	2010	Christopher S. Withers Saralees Nadarajah
+	Confidence Intervals for the Normal Multiple Correlation	2015	Christopher S. Withers Saralees Nadarajah
+	The misclassification error of the maximum likelihood procedure when deciding among a finite choice of distributions	2009	Christopher S. Withers Saralees Nadarajah

Works Cited by This (74)

Action	Title	Year	Authors
+	None	2002	Yang Bo John E. Kolassa
+	Small sample asymptotics	1990	Christopher Field Elvezio Ronchetti
+ PDF Chat	Saddlepoint Approximations in the Case of Intractable Cumulant Generating Functions	1991	John E. Kolassa
+ PDF Chat	Inversion Formulas in Normal Variable Mapping	1949	John Riordan
+	Saddlepoint approximation at the edges of a conditional sample space	2000	John E. Kolassa
+ PDF Chat	Saddlepoint approximations to the trimmed mean	2004	Roelof Helmers Bing‐Yi Jing Gengsheng Qin Wang Zhou
+ PDF Chat	Saddlepoint approximation for Student’s t-statistic with no moment conditions	2004	Bing‐Yi Jing Qi-Man Shao Zhou Wang
+ PDF Chat	Edgeworth Expansions and Smoothness	1982	Peter J. Bickel John Robinson
+	On the bootstrap saddlepoint approximations	1994	Bing‐Yi Jing A. Feuerverger John Robinson
+ PDF Chat	The Percentile Points of Distributions Having Known Cumulants	1960	Sir Ronald A. Fisher E. A. Cornish