The distribution and quantiles of functionals of weighted empirical distributions when observations have different distributions
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- Christopher Withers & Saralees Nadarajah, 2008. "Edgeworth expansions for functions of weighted empirical distributions with applications to nonparametric confidence intervals," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 20(8), pages 751-768.
- Lahiri, S. N., 1992. "Edgeworth expansions for M-estimators of a regression parameter," Journal of Multivariate Analysis, Elsevier, vol. 43(1), pages 125-132, October.
- 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:
- Joanna Janczura & RafaĆ Weron, 2013. "Goodness-of-fit testing for the marginal distribution of regime-switching models with an application to electricity spot prices," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 97(3), pages 239-270, July.
- Janczura, Joanna & Weron, Rafal, 2010.
"Goodness-of-fit testing for regime-switching models,"
MPRA Paper
22871, University Library of Munich, Germany.
- Janczura, Joanna & Weron, Rafal, 2011. "Goodness-of-fit testing for the marginal distribution of regime-switching models," MPRA Paper 32532, University Library of Munich, Germany.
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Keywords
Edgeworth-Cornish-Fisher expansions von Mises derivatives Weighted empirical distribution;Statistics
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