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Tilted Edgeworth expansions for asymptotically normal vectors

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  • Christopher Withers
  • Saralees Nadarajah

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  • Christopher Withers & Saralees Nadarajah, 2010. "Tilted Edgeworth expansions for asymptotically normal vectors," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 62(6), pages 1113-1142, December.
    • Handle: RePEc:spr:aistmt:v:62:y:2010:i:6:p:1113-1142
    DOI: 10.1007/s10463-008-0206-0
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    References listed on IDEAS

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    1. David E. A. Giles, 2000. "A Saddlepoint Approximation to the Distribution Function of the Anderson-Darling Test Statistic," Econometrics Working Papers 0005, Department of Economics, University of Victoria.
    2. Bo Yang & John Kolassa, 2002. "Saddlepoint Approximation for the Distribution Function Near the Mean," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 54(4), pages 743-747, December.
    3. Booth, J. G. & Hall, P. & Wood, A. T. A., 1994. "On the Validity of Edgeworth and Saddlepoint Approximations," Journal of Multivariate Analysis, Elsevier, vol. 51(1), pages 121-138, October.
    4. Bing‐Yi Jing & John E. Kolassa & John Robinson, 2002. "Partial Saddlepoint Approximations for Transformed Means," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 29(4), pages 721-731, December.
    5. Ib M. Skovgaard, 2001. "Likelihood Asymptotics," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 28(1), pages 3-32, March.
    6. Fraser, D. A. S., 1988. "Normed likelihood as saddlepoint approximation," Journal of Multivariate Analysis, Elsevier, vol. 27(1), pages 181-193, October.
    7. Kolassa, John E., 2000. "Saddlepoint approximation at the edges of a conditional sample space," Statistics & Probability Letters, Elsevier, vol. 50(4), pages 343-349, December.
    8. Monti, Anna Clara, 1993. "A new look at the relationship between Edgeworth expansion and saddlepoint approximation," Statistics & Probability Letters, Elsevier, vol. 17(1), pages 49-52, May.
    9. 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:

    1. Kakizawa, Yoshihide, 2016. "Some integrals involving multivariate Hermite polynomials: Application to evaluating higher-order local powers," Statistics & Probability Letters, Elsevier, vol. 110(C), pages 162-168.
    2. C. S. Withers, 2024. "5th-Order Multivariate Edgeworth Expansions for Parametric Estimates," Mathematics, MDPI, vol. 12(6), pages 1-28, March.

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