Cornish-Fisher expansions using sample cumulants and monotonic transformations
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References listed on IDEAS
- Ogasawara, Haruhiko, 2010. "Asymptotic expansions for the pivots using log-likelihood derivatives with an application in item response theory," Journal of Multivariate Analysis, Elsevier, vol. 101(9), pages 2149-2167, October.
- Robert Boik, 2008. "Accurate confidence intervals in regression analyses of non-normal data," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 60(1), pages 61-83, March.
- Ogasawara, Haruhiko, 2009. "Asymptotic expansions in mean and covariance structure analysis," Journal of Multivariate Analysis, Elsevier, vol. 100(5), pages 902-912, May.
- Yoshihiko Maesono, 1998. "Asymptotic Comparisons of Several Variance Estimators and their Effects for Studentizations," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 50(3), pages 451-470, September.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Haruhiko Ogasawara, 2013. "Asymptotic properties of the Bayes modal estimators of item parameters in item response theory," Computational Statistics, Springer, vol. 28(6), pages 2559-2583, December.
- Ogasawara, Haruhiko, 2016. "Asymptotic expansions for the estimators of Lagrange multipliers and associated parameters by the maximum likelihood and weighted score methods," Journal of Multivariate Analysis, Elsevier, vol. 147(C), pages 20-37.
- Ogasawara, Haruhiko, 2013. "Asymptotic cumulants of ability estimators using fallible item parameters," Journal of Multivariate Analysis, Elsevier, vol. 119(C), pages 144-162.
- Ogasawara, Haruhiko, 2015. "Asymptotic cumulants of some information criteria (2nd version)," ビジネス創造センターディスカッション・ペーパー (Discussion papers of the Center for Business Creation) 10252/5497, Otaru University of Commerce.
More about this item
KeywordsAsymptotic expansions Cornish-Fisher expansion Studentization Monotonic transformation Asymptotic cumulants;
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