Accession Number : ADA117061
Title : Edgeworth Expansions in Statistics: A Brief Review.
Descriptive Note : Technical rept.,
Corporate Author : PURDUE UNIV LAFAYETTE IN DEPT OF STATISTICS
Personal Author(s) : Gupta,Shanti S ; Panchapakesan,S
PDF Url : ADA117061
Report Date : Jun 1982
Pagination or Media Count : 30
Abstract : Asymptotic expansions for distribution functions are of great importance in statistical inference. The basic aspects and some recent developments regarding Edgeworth expansions and Cornish-Fisher expansions are discussed. In recent years, substantial progress has been made in obtaining Berry-Esseen bounds and Edgeworth expansions for test statistics such as linear rank statistics, U-statistics, linear (trimmed and untrimmed) combinations of order statistics. An account of these results is given in Section 4 followed by expansions for minimum contrast estimators and Fisher-consistent estimators.
Descriptors : *Statistics, *Asymptotic series, *Expansion, Linear algebra, Rank order statistics, Estimates
Subject Categories : Statistics and Probability
Distribution Statement : APPROVED FOR PUBLIC RELEASE