Results 161 to 170 of about 90,888 (192)

Edgeworth Expansions and the Bootstrap

2016
This chapter outlines the proof of the validity of a properly formulated version of the formal Edgeworth expansion, and derives from it the precise asymptotic rate of the coverage error of Efron’s bootstrap. A number of other applications of Edgeworth expansions are outlined.
Rabi Bhattacharya, Lizhen Lin, Victor Patrangenaru   +2 more
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Bootstrp and Edgeworth Expansion

1990
Suppose that T(P) is a functional, say real valued, on some subset P of the set of all probability measures on a measurable space (χ, B), and one wishes to obtain a confidence interval for T(P) based on n i.i.d. observations X 1 ,..., X n with common distribution P.
Rabi Bhattacharya, Manfred Denker
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Principles of Edgeworth Expansion

1992
In this chapter we define, develop, and discuss Edgeworth expansions as approximations to distributions of estimates θ of unknown quantities θ 0. We call θ 0 a “parameter”, for want of a better term. Briefly, if θ is constructed from a sample of size n, and if n 1/2 (θ — θ 0) is asymptotically Normally distributed with zero mean and variance σ 2, then ...
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Edgeworth expansion in partial linear models

Acta Mathematica Sinica, 1998
Summary: Under some fairly general conditions, a first-order Edgeworth expansion for the standardized statistic of \(\beta\) in partial linear models is given. Then a non-residual type of consistent estimation for the error variance is constructed, and finally an Edgeworth expansion for the corresponding studentized version is presented.
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Edgeworth expansions for weakly dependent random variables

Annales De L'institut Henri Poincare (B) Probability and Statistics, 2021
Kasun Fernando, Carlangelo Liverani
exaly  

The Bootstrap and Edgeworth Expansion.

Journal of the American Statistical Association, 1993
Rudolf Beran, Peter Hall
openaire   +2 more sources

Edgeworth expansions for independent bounded integer valued random variables

Stochastic Processes and Their Applications, 2022
Yeor Hafuta
exaly  

Edgeworth expansions for volatility models

Electronic Journal of Probability, 2023
Moritz Jirák
exaly  

Improved confidence regions based on Edgeworth expansions

Computational Statistics and Data Analysis, 2012
Saralees Nadarajah, Christopher S Withers   +1 more
exaly  

Edgeworth Expansion

2011
openaire   +1 more source