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Asymptotic Comparisons of Several Variance Estimators and their Effects for Studentizations

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  • Yoshihiko Maesono

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  • 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.
  • Handle: RePEc:spr:aistmt:v:50:y:1998:i:3:p:451-470
    DOI: 10.1023/A:1003521327411
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    Cited by:

    1. Feiyu Jiang & Emmanuel Selorm Tsyawo, 2022. "A Consistent ICM-based $\chi^2$ Specification Test," Papers 2208.13370, arXiv.org, revised May 2024.
    2. Ogasawara, Haruhiko, 2012. "Cornish-Fisher expansions using sample cumulants and monotonic transformations," Journal of Multivariate Analysis, Elsevier, vol. 103(1), pages 1-18, January.

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