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Confidence Intervals in Official Statistics: The Case of Lithuania
Lithuanian Journal of Statistics, 2012 In the paper, the application of confidence intervals in the surveys of official statistics is discussed. It is noticedthat there are situations where at the first sight natural normal distribution-based confidence intervals are not suitable ...
Andrius Čiginas
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Predictive accuracy of option pricing models considering high-frequency data
Ekonomski Vjesnik, 2021 Purpose: Recently, considerable attention has been given to forecasting, not only the mean and the variance, but also the entire probability density function (pdf) of the underlying asset.
Josip Arnerić, Maria Čuljak
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On Edgeworth Expansions in the Mixture Cases
The Annals of Statistics, 1989 Let X be a random vector with at least one marginal having a lattice distribution. For a wide class of statistics which can be written as a function of means of independent copies of X, it is established in this article that the one-term Edgeworth expansion is typically the same as the usual one-term expansion in the pure nonlattice case.
Babu, G. J., Singh, K.
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Fourth Cumulant Bound of Multivariate Normal Approximation on General Functionals of Gaussian Fields
Mathematics, 2022 We develop a technique for obtaining the fourth moment bound on the normal approximation of F, where F is an Rd-valued random vector whose components are functionals of Gaussian fields.
Yoon-Tae Kim, Hyun-Suk Park
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Correcting spot power variation estimator via Edgeworth expansion
, 2023 In this paper, we propose an estimator of power spot volatility of order p through Edgeworth expansion. We provide a precise description of how to compute the expansion and the first four cumulants are given in an explicit form.
Liu, Z, Liu, Q, He, LD, Bucci, A
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On Edgeworth Expansions with Unknown Cumulants
The Annals of Statistics, 1975 In this paper a new method of approximating one distribution by another is introduced. The method is essentially a modification of the Edgeworth technique which eliminates the necessity of knowing the cumulants of the distributions involved.
Gray, H. L. +2 more
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An edgeworth expansion for a sum of M-Dependent random variables
International Journal of Mathematics and Mathematical Sciences, 1985 Given a sequence X1,X2,…,Xn of m-dependent random variables with moments of order 3+α ...
Wan Soo Rhee
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Edgeworth expansions for GEL estimators
Journal of Multivariate Analysis, 2012 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Gubhinder Kundhi, Paul Rilstone
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Aplicación de la Expansión de Edgeworth en la Valuación de Decisiones Estratégicas
Escritos Contables y de Administración, 2015 Las empresas de base tecnológica, start-ups, spin-off, spin-off universitarias o académicas constituyen un conjunto de empresas cuyo valor principal surge como consecuencia de las inversiones permanentes en investigación y desarrollo y la combinación o ...
Carlos Ferreira, Gastón Milanesi
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MCMC generation of cosmological fields far beyond Gaussianity
The Open Journal of Astrophysics, 2021 Structure formation in our Universe creates non-Gaussian random fields that will soon be observed over almost the entire sky by the Euclid satellite, the Vera-Rubin observatory, and the Square Kilometre Array.
Joey R. Braspenning, Elena Sellentin
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