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Edgeworth expansions for statistics which are functions of lattice and non-lattice variables

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  • Babu, Gutti Jogesh

Abstract

Let G be a distribution function on 1 such that the (k + 1)th marginal is lattice. Let Zn denote the sampe mean of n independent observations from G. For s [greater-or-equal, slanted] 3, the s-term Edgeworth expansions are obtained for a wide class of statistics which are smooth functions of Zn. The result is then applied to a statistic similar to the Student's t-statistic, where the scaling factor, the sample standard deviation is replaced by the more robust mean absolute deviation.

Suggested Citation

  • Babu, Gutti Jogesh, 1991. "Edgeworth expansions for statistics which are functions of lattice and non-lattice variables," Statistics & Probability Letters, Elsevier, vol. 12(1), pages 1-7, July.
    • Handle: RePEc:eee:stapro:v:12:y:1991:i:1:p:1-7
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    Cited by:

    1. Rodriguez-Campos, M. Celia, 1999. "On Confidence Intervals in Nonparametric Binary Regression via Edgeworth Expansions," Journal of Multivariate Analysis, Elsevier, vol. 69(2), pages 218-241, May.

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