Skip navigation
Skip navigation

Monte Carlo Approximations to Edgeworth expansions

Hall, Peter; Martin, Michael; Sun, Shan

Description

Since the 1930s, empirical Edgeworth expansions have been employed to develop techniques for approximate, nonparametric statistical inference. The introduction of bootstrap methods has increased the potential usefulness of Edgeworth approximations. In particular, a recent paper by Lee & Young introduced a novel approach to approximating bootstrap distribution functions, using first an empirical Edgeworth expansion and then a more traditional bootstrap approximation to the remainder. In...[Show more]

CollectionsANU Research Publications
Date published: 1999
Type: Journal article
URI: http://hdl.handle.net/1885/91497
Source: Canadian Journal of Statistics

Download

File Description SizeFormat Image
01_Hall_Monte_Carlo_Approximations_to_1999.pdf360.84 kBAdobe PDF    Request a copy


Items in Open Research are protected by copyright, with all rights reserved, unless otherwise indicated.

Updated:  23 August 2018/ Responsible Officer:  University Librarian/ Page Contact:  Library Systems & Web Coordinator