Results 21 to 30 of about 161 (150)

5th-Order Multivariate Edgeworth Expansions for Parametric Estimates

Mathematics
The only cases where exact distributions of estimates are known is for samples from exponential families, and then only for special functions of the parameters. So statistical inference was traditionally based on the asymptotic normality of estimates. To
C. S. Withers
doaj   +1 more source

Edgeworth expansion by Stein’s method

Bernoulli
Edgeworth expansion provides higher-order corrections to the normal approximation for a probability distribution. The classical proof of Edgeworth expansion is via characteristic functions. As a powerful method for distributional approximations, Stein's method has also been used to prove Edgeworth expansion results.
Fang, Xiao, Liu, Song-Hao
openaire   +2 more sources

An Edgeworth Expansion for $U$-Statistics

The Annals of Statistics, 1980
It is shown that, under some regularity conditions on the kernel, a one-sample $U$-statistic with kernel of degree two admits an asymptotic expansion with remainder term $o(N^{-1})$.
Callaert, H., Janssen, P., Veraverbeke, N.   +2 more
openaire   +3 more sources

Modulating Hunting Atmospheres: Mud and Material Flows Beyond the Kill

American Anthropologist, EarlyView.
ABSTRACT This article argues that hunting is not a bounded event but a materially redistributed atmosphere that extends beyond the kill and across field, truck, clothing, and home. Drawing on long‐term ethnographic fieldwork with wild boar hunters in Uruguay, I show how mud, odors, blood, and bodily residues carry the sensory, affective, and material ...
Juan Martin Dabezies
wiley   +1 more source

The Distribution and Quantiles of the Sample Mean from a Stationary Process

Axioms
Edgeworth–Cornish–Fisher expansions are hugely important, as they give the distribution, density and quantiles of any standard estimate. Here we show that the sample mean of a univariate or multivariate stationary process is a standard estimate, so that ...
Christopher S. Withers
doaj   +1 more source

A 3D atlas of the trigeminal nerve and its relevance for comparative studies of the masticatory apparatus in rodents

Journal of Anatomy, EarlyView.
The trigeminal nerve of the rat (Rattus norvegicus) and its relationship with different masticatory muscles. dig, digastric nerve; ep, external pterygoid nerve; ip, internal pterygoid nerve; maadm, branch of the masseteric nerve for the anterior deep masseter; mapdm, branches of the masseteric nerve for the posterior deep masseter; masm, branch of the ...
Lionel Hautier, Marcos Angelo Alves, Léa Da Cunha, Benoit Moison, Ludovic Besson, Pierre‐Henri Fabre   +5 more
wiley   +1 more source

Bayesian Estimation of the Binomial Parameter in Adaptive Designs With Treatment Selection

Statistics in Medicine, Volume 45, Issue 18-19, August 2026.
ABSTRACT It is well‐known that results from adaptive multi‐arm experiments with treatment selection are subject to the bias of the selection process. In this article, we consider designs with a binary outcome that begin with randomized parallel arms.
Pierre Bunouf, Jean‐Marie Boher
wiley   +1 more source

Detecting Informed Trading Risk from Undercutting Activity

The Journal of Finance, Volume 81, Issue 4, Page 2109-2164, August 2026.
ABSTRACT We introduce a simple measure of informed trading risk, QIDres$QID^{res}$, the residual to liquidity quote‐improvement‐to‐deterioration ratio times −1$-1$. When facing with increased informed trading risk, liquidity providers compete less to provide liquidity, reducing their undercutting activity. Reductions in undercutting leave footprints in
YASHAR H. BARARDEHI, PETER DIXON, QIYU LIU   +2 more
wiley   +1 more source

Edgeworth Expansions When the Parameter Dimension Increases with Sample Size

Econometrics
Suppose that we have a statistical model with q unknown parameters w, and an estimate w^, based on a sample of size n. A basic question is: what is the covariance of the estimate? The covariance is needed for the Central Limit Theorem (CLT). This gives a
Christopher Stroude Withers
doaj   +1 more source

On Aubin's Veto Mechanism: A Survey

Journal of Public Economic Theory, Volume 28, Issue 4, August 2026.
ABSTRACT We revisit Aubin's veto mechanism—known as the fuzzy veto—in which agents may participate in a blocking coalition with only a fraction of their endowments, and show that its Core‐Walras equivalence stems directly from the classical Debreu‐Scarf and Aumann theorems.
Carlos Hervés‐Beloso, Javier Hervés‐Estévez, Adán Salas‐Gutiérrez   +2 more
wiley   +1 more source