Edgeworth expansions for compound Poisson processes and the bootstrap
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DOI: 10.1007/BF02530486
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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.
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Cited by:
- 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.
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Keywords
Renewal reward processes; Poisson process; studentization; confidence interval; approximate cumulant; non-lattice distribution; one-term Edgeworth correction by bootstrap;All these keywords.
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