The bootstrap and edgeworth expansion
, 1992 This monograph addresses two quite different topics, in the belief that each can shed light on the other. Firstly, it lays the foundation for a particular view of the bootstrap. Secondly, it gives an account of Edgeworth expansion. Chapter 1 is about the
Hall, Peter
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Financial Impact of Embedded Injury-Prevention Experts in US Army Initial Entry Training. [PDF]
J Athl Train, 2023 Clifton DR +5 more
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Higher Order Properties of the Wild Bootstrap Under Misspecification [PDF]
We examine the higher order properties of the wild bootstrap (Wu, 1986) in a linear regression model with stochastic regressors. We find that the ability of the wild bootstrap to provide a higher order refinement is contingent upon whether the errors are
Andres Santos, Patrick M. Kline
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Assessing Confidence Intervals for the Tail Index by Edgeworth Expansions for the Hill Estimator [PDF]
AMS classifications: 62G20, 62G32;asymptotic normality;confidence intervals;Edgeworth expansions;extreme value index;Hill estimator;regular variation;tail ...
Segers, J., Haeusler, E.
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Information Entropy Algorithms for Image, Video, and Signal Processing. [PDF]
Entropy (Basel), 2021 Jeon G.
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Bandwidth Selection in Nonparametric Kernel Testing [PDF]
We propose a sound approach to bandwidth selection in nonparametric kernel testing. The main idea is to find an Edgeworth expansion of the asymptotic distribution of the test concerned.
Jiti Gao, Irene Gijbels
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A hybrid method of the sequential Monte Carlo and the Edgeworth expansion for computation of very small p-values in permutation tests. [PDF]
Stat Methods Med Res, 2019 Yang JJ, Trucco EM, Buu A.
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Edgeworth expansion for the kernel quantile estimator
, 2009 Edgeworth expansion, Kernel quantile estimator, Quantile, Validity,
Penev, Spiridon +3 more
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Bertrand-Edgeworth competition in an almost symmetric oligopoly [PDF]
We analyze a Bertrand-Edgeworth game in homogeneous product industry, under effcient rationing, constant marginal cost until full capacity utilization, and identical technology across firms.
De Francesco, Massimo A. +1 more
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Vision and Influence in Econometrics: John Denis Sargan [PDF]
Denis Sargan's intellectual influence in econometrics is discussed and some of his visions for the future of econometrics are considered in this memorial article.
Peter C.B. Phillips
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