Monte Carlo Approximations to Edgeworth expansions
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]
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|Source:||Canadian Journal of Statistics|
|01_Hall_Monte_Carlo_Approximations_to_1999.pdf||360.84 kB||Adobe PDF||Request a copy|
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