Edgeworth expansions for compound Poisson processes and the bootstrap
Author
Abstract
Suggested Citation
DOI: 10.1007/BF02530486
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Babu, G. Jogesh & Singh, Kesar, 1985. "Edgeworth expansions for sampling without replacement from finite populations," Journal of Multivariate Analysis, Elsevier, vol. 17(3), pages 261-278, December.
- Babu, G. J. & Bose, A., 1988. "Bootstrap confidence intervals," Statistics & Probability Letters, Elsevier, vol. 7(2), pages 151-160, September.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Marek Skarupski & Qinhao Wu, 2024. "Confidence bounds for compound Poisson process," Statistical Papers, Springer, vol. 65(8), pages 5351-5377, October.
- Bing-Yi Jing & Qiying Wang & Wang Zhou, 2015. "Cramér-Type Moderate Deviation for Studentized Compound Poisson Sum," Journal of Theoretical Probability, Springer, vol. 28(4), pages 1556-1570, December.
- O. V. Chernoyarov & A. S. Dabye & F. N. Diop & Y. A. Kutoyants, 2022. "Non asymptotic expansions of the MME in the case of Poisson observations," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 85(8), pages 927-950, November.
- Aurelija Kasparavičiūtė & Dovilė Deltuvienė, 2017. "Asymptotic Expansion for the Distribution Density Function of the Compound Poisson Process in Large Deviations," Journal of Theoretical Probability, Springer, vol. 30(4), pages 1655-1676, December.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Gutti Babu, 1992. "Subsample and half-sample methods," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 44(4), pages 703-720, December.
- Fang Han, 2024. "An Introduction to Permutation Processes (version 0.5)," Papers 2407.09664, arXiv.org.
- Zhonglei Wang & Liuhua Peng & Jae Kwang Kim, 2022. "Bootstrap inference for the finite population mean under complex sampling designs," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 84(4), pages 1150-1174, September.
- S. M. Mirakhmedov & S. Rao Jammalamadaka & Ibrahim B. Mohamed, 2014. "On Edgeworth Expansions in Generalized Urn Models," Journal of Theoretical Probability, Springer, vol. 27(3), pages 725-753, September.
- Ramos, João Paulo & Lopes, Rui J. & Araújo, Duarte, 2020. "Interactions between soccer teams reveal both design and emergence: Cooperation, competition and Zipf-Mandelbrot regularity," Chaos, Solitons & Fractals, Elsevier, vol. 137(C).
- Ibrahim Bin Mohamed & Sherzod M. Mirakhmedov, 2016. "Approximation by Normal Distribution for a Sample Sum in Sampling Without Replacement from a Finite Population," Sankhya A: The Indian Journal of Statistics, Springer;Indian Statistical Institute, vol. 78(2), pages 188-220, August.
- Politis, Dimitris N. & Wolf, Michael & Romano, Joseph P., 1999. "Subsampling, symmetrization, and robust interpolation," DES - Working Papers. Statistics and Econometrics. WS 6343, Universidad Carlos III de Madrid. Departamento de EstadÃstica.
More about this item
Keywords
Renewal reward processes; Poisson process; studentization; confidence interval; approximate cumulant; non-lattice distribution; one-term Edgeworth correction by bootstrap;All these keywords.
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:aistmt:v:55:y:2003:i:1:p:83-94. See general information about how to correct material in RePEc.
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 CitEc recognized a bibliographic reference but did not link an item in RePEc 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 RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.