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Tilted Edgeworth expansions for asymptotically normal vectors

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  • Christopher Withers
  • Saralees Nadarajah

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  • Christopher Withers & Saralees Nadarajah, 2010. "Tilted Edgeworth expansions for asymptotically normal vectors," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 62(6), pages 1113-1142, December.
    • Handle: RePEc:spr:aistmt:v:62:y:2010:i:6:p:1113-1142
    DOI: 10.1007/s10463-008-0206-0
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    References listed on IDEAS

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    1. Ib M. Skovgaard, 2001. "Likelihood Asymptotics," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 28(1), pages 3-32, March.
    2. David E. A. Giles, 2000. "A Saddlepoint Approximation to the Distribution Function of the Anderson-Darling Test Statistic," Econometrics Working Papers 0005, Department of Economics, University of Victoria.
    3. Fraser, D. A. S., 1988. "Normed likelihood as saddlepoint approximation," Journal of Multivariate Analysis, Elsevier, vol. 27(1), pages 181-193, October.
    4. Bo Yang & John Kolassa, 2002. "Saddlepoint Approximation for the Distribution Function Near the Mean," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 54(4), pages 743-747, December.
    5. Booth, J. G. & Hall, P. & Wood, A. T. A., 1994. "On the Validity of Edgeworth and Saddlepoint Approximations," Journal of Multivariate Analysis, Elsevier, vol. 51(1), pages 121-138, October.
    6. Bing‐Yi Jing & John E. Kolassa & John Robinson, 2002. "Partial Saddlepoint Approximations for Transformed Means," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 29(4), pages 721-731, December.
    7. Kolassa, John E., 2000. "Saddlepoint approximation at the edges of a conditional sample space," Statistics & Probability Letters, Elsevier, vol. 50(4), pages 343-349, December.
    8. Monti, Anna Clara, 1993. "A new look at the relationship between Edgeworth expansion and saddlepoint approximation," Statistics & Probability Letters, Elsevier, vol. 17(1), pages 49-52, May.
    9. C. Withers, 1988. "Nonparametric confidence intervals for functions of several distributions," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 40(4), pages 727-746, December.
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    Cited by:

    1. Kakizawa, Yoshihide, 2016. "Some integrals involving multivariate Hermite polynomials: Application to evaluating higher-order local powers," Statistics & Probability Letters, Elsevier, vol. 110(C), pages 162-168.

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