Mixtures of Global and Local Edgeworth Expansions and Their Applications
Edgeworth expansions which are local in one coordinate and global in the rest of the coordinates are obtained for sums of independent but not identically distributed random vectors. Expansions for conditional probabilities are deduced from these. Both lattice and continuous conditioning variables are considered. The results are then applied to derive Edgeworth expansions for bootstrap distributions, for Bayesian bootstrap distribution, and for the distributions of statistics based on samples from finite populations. This results in a unified theory of Edgeworth expansions for resampling procedures. The Bayesian bootstrap is shown to be second order correct for smooth positive "priors," whenever the third cumulant of the "prior" is equal to the third power of its standard deviation. Similar results are established for weighted bootstrap when the weights are constructed from random variables with a lattice distribution.
If you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
As the access to this document is restricted, you may want to look for a different version under "Related research" (further below) or search for a different version of it.
Volume (Year): 59 (1996)
Issue (Month): 2 (November)
|Contact details of provider:|| Web page: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description|
|Order Information:|| Postal: http://www.elsevier.com/wps/find/supportfaq.cws_home/regional|
When requesting a correction, please mention this item's handle: RePEc:eee:jmvana:v:59:y:1996:i:2:p:282-307. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Dana Niculescu)
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If references are entirely missing, you can add them using this form.
If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.