Expansions for Log Densities of Multivariate Estimates.
- Published in:
- Methodology & Computing in Applied Probability, 2016, v. 18, n. 3, p. 911, doi. 10.1007/s11009-016-9488-5
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- Publication type:
- Article
Works matching DE "EDGEWORTH expansions"
Results: 170
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Continuity Corrections for Discrete Distributions Under the Edgeworth Expansion.
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- Methodology & Computing in Applied Probability, 2001, v. 3, n. 4, p. 347, doi. 10.1023/A:1015408218938
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- Publication type:
- Article
3
Statistical Separation of Fluctuations and Measurement Errors of the Controlled Parameter in the Joint Processing of Data from Two Independent Recording Systems.
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- Measurement Techniques, 2018, v. 61, n. 1, p. 22, doi. 10.1007/s11018-018-1382-9
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- Publication type:
- Article
4
Non-Asymptotic Results for Cornish-Fisher Expansions*.
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- Journal of Mathematical Sciences, 2016, v. 218, n. 3, p. 363, doi. 10.1007/s10958-016-3036-2
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- Publication type:
- Article
5
Saddlepoint expansions for GEL estimators.
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- Statistical Methods & Applications, 2015, v. 24, n. 1, p. 1, doi. 10.1007/s10260-014-0277-4
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- Article
6
On testing homogeneity of variances for nonnormal models using entropy.
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- Statistical Methods & Applications, 2007, v. 16, n. 2, p. 245, doi. 10.1007/s10260-007-0055-7
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- Article
7
The univariate distribution function for a particular bilinear model.
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- Statistical Methods & Applications, 2004, v. 13, n. 2, p. 167, doi. 10.1007/s10260-004-0096-0
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- Article
8
Arrow's theorem for economic domains and Edgeworth hyperboxes.
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- International Economic Review, 1995, v. 36, n. 2, p. 441, doi. 10.2307/2527205
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- Article
9
On the Validity of Edgeworth Expansions and Moment Approximations for Three Indirect Inference Estimators.
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- Journal of Econometric Methods, 2018, v. 7, n. 1, p. 1, doi. 10.1515/jem-2015-0009
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- Article
10
Validity of Edgeworth expansions for realized volatility estimators.
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- Econometrics Journal, 2016, v. 19, n. 1, p. 1, doi. 10.1111/ectj.12058
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- Article
11
Improved Lagrange multiplier tests in spatial autoregressions.
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- Econometrics Journal, 2014, v. 17, n. 1, p. 139, doi. 10.1111/ectj.12025
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- Publication type:
- Article
12
A bootstrap approach to moment selection.
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- Econometrics Journal, 2006, v. 9, n. 1, p. 48, doi. 10.1111/j.1368-423X.2006.00176.x
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- Article
13
Stein normal approximation for multidimensional Poisson random measures by third cumulant expansions.
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- ALEA. Latin American Journal of Probability & Mathematical Statistics, 2018, v. 15, p. 1141, doi. 10.30757/ALEA.v15-42
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- Publication type:
- Article
14
Presentación revista Estudios Gerenciales n.º 133.
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- Estudios Gerenciales, 2014, n. 133, p. 325, doi. 10.1016/j.estger.2014.09.001
- Publication type:
- Article
15
Momentos estocásticos de orden superior y la estimación de la volatilidad implícita: aplicación de la expansión de Edgeworth en el modelo Black-Scholes.
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- Estudios Gerenciales, 2014, n. 133, p. 336, doi. 10.1016/j.estger.2014.01.021
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- Article
16
RESOURCE PLANNING FOR RANDOMLY ARRIVING STOCHASTIC JOBS.
- Published in:
- Management Science, 1975, v. 21, n. 8, p. 931, doi. 10.1287/mnsc.21.8.931
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- Publication type:
- Article
17
Edgeworth type expansions for Euler schemes for stochastic differential equations.
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- Monte Carlo Methods & Applications, 2002, v. 8, n. 3, p. 271, doi. 10.1515/mcma.2002.8.3.271
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- Article
18
Confidence Intervals for The Weighted Sum of Two Independent Binomial Proportions.
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- Australian & New Zealand Journal of Statistics, 2012, v. 54, n. 3, p. 281, doi. 10.1111/j.1467-842X.2012.00680.x
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- Article
19
Approximations of distributions for some standardized partial sums in sequential analysis.
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- Australian & New Zealand Journal of Statistics, 2002, v. 44, n. 1, p. 109, doi. 10.1111/1467-842X.00212
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- Publication type:
- Article
20
Higher-order asymptotics in finance.
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- WIREs: Computational Statistics, 2012, v. 4, n. 6, p. 571, doi. 10.1002/wics.1234
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- Article
21
Testing the null hypothesis of zero serial correlation in short panel time series: a comparison of tail probabilities.
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- Statistical Papers, 2014, v. 55, n. 2, p. 513, doi. 10.1007/s00362-012-0495-5
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- Article
22
Asymptotic confidence intervals in ridge regression based on the Edgeworth expansion.
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- Statistical Papers, 2011, v. 52, n. 2, p. 287, doi. 10.1007/s00362-009-0229-5
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- Article
23
Expansions for log densities of asymptotically normal estimates.
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- Statistical Papers, 2010, v. 51, n. 2, p. 247, doi. 10.1007/s00362-008-0135-2
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- Article
24
Berry-Esseen bounds and Edgeworth expansions in the central limit theorem for transport distances.
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- Probability Theory & Related Fields, 2018, v. 170, n. 1/2, p. 229, doi. 10.1007/s00440-017-0756-2
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- Article
25
Dynamic price dispersion in Bertrand-Edgeworth competition.
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- International Journal of Game Theory, 2017, v. 46, n. 1, p. 235, doi. 10.1007/s00182-016-0531-0
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- Article
26
Testing densities with financial data: an empirical comparison of the Edgeworth-Sargan density to the Student's t.
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- European Journal of Finance, 2000, v. 6, n. 2, p. 225, doi. 10.1080/13518470050020851
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- Article
27
EDGEWORTH PRICE CYCLES, COST-BASED PRICING, AND STICKY PRICING IN RETAIL GASOLINE MARKETS.
- Published in:
- Review of Economics & Statistics, 2007, v. 89, n. 2, p. 324, doi. 10.1162/rest.89.2.324
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- Publication type:
- Article
28
EDGEWORTH SERIES APPROXIMATION FOR CHI-SQUARE TYPE CHANCE CONSTRAINTS.
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- Communications Series A1 Mathematics & Statistics, 2007, v. 56, n. 2, p. 27
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- Article
29
Confidence intervals for the calibration estimator with environmental applications.
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- Environmetrics, 2002, v. 13, n. 1, p. 29
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- Article
30
Bootstrap minimum cost estimation of the average chemical concentration in contaminated soils.
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- Environmetrics, 1999, v. 10, n. 2, p. 153, doi. 10.1002/(SICI)1099-095X(199903/04)10:2<153::AID-ENV344>3.0.CO;2-P
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31
Edgeworth on Chance, Economic Hazard, & Statistics.
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- 1995
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- Publication type:
- Book Review
32
Analytical and bootstrap approximations to estimator distributions in L1 regression.
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- Journal of the American Statistical Association, 1993, v. 88, n. 424, p. 1310, doi. 10.2307/2291271
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- Article
33
Prepivoting Test Statistics: A Bootstrap View of Asymptotic Refinements.
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- Journal of the American Statistical Association, 1988, v. 83, n. 403, p. 687, doi. 10.1080/01621459.1988.10478649
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- Article
34
A Warning on the Use of Chi-Squared Statistics With Frequency Tables With Small Expected Cell Counts.
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- Journal of the American Statistical Association, 1988, v. 83, n. 402, p. 555, doi. 10.1080/01621459.1988.10478632
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- Article
35
Richardson Extrapolation and the Bootstrap.
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- Journal of the American Statistical Association, 1988, v. 83, n. 402, p. 387, doi. 10.1080/01621459.1988.10478609
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- Article
36
Robust Multiple Comparisons.
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- Journal of the American Statistical Association, 1983, v. 78, n. 381, p. 145, doi. 10.1080/01621459.1983.10477943
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- Article
37
On the Effects of Moderate Multivariate Nonnormality on Roy's Largest Root Test.
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- Journal of the American Statistical Association, 1982, v. 77, n. 380, p. 896, doi. 10.1080/01621459.1982.10477904
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- Article
38
Asymptotic Properties of a Solution to the Likelihood Equation With Life-Testing Applications.
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- Journal of the American Statistical Association, 1980, v. 75, n. 370, p. 410, doi. 10.2307/2287468
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- Article
39
Accuracy of Normal and Edgeworth Approximations to the Distribution of the Wilcoxon Signed Rank Statistic.
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- Journal of the American Statistical Association, 1974, v. 69, n. 345, p. 255, doi. 10.1080/01621459.1974.10480166
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- Publication type:
- Article
40
Optimum Sample Size and Sampling Interval for Controlling the Mean of Non-Normal Variables.
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- Journal of the American Statistical Association, 1971, v. 66, n. 335, p. 637, doi. 10.1080/01621459.1971.10482323
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- Publication type:
- Article
41
Edgeworth–Cornish–Fisher–Hill–Davis expansions for normal and non-normal limits via Bell polynomials.
- Published in:
- Stochastics: An International Journal of Probability & Stochastic Processes, 2015, v. 87, n. 5, p. 794, doi. 10.1080/17442508.2014.1002785
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- Article
42
Dynamic reliability analysis of a cantilever beam during a deterioration process.
- Published in:
- Mechanics Based Design of Structures & Machines, 2019, v. 47, n. 1, p. 87, doi. 10.1080/15397734.2018.1525992
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- Publication type:
- Article
43
The Edgeworth Type Expansion of Spacings Based Statistics.
- Published in:
- Punjab University Journal of Mathematics, 2019, v. 51, n. 2, p. 123
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- Publication type:
- Article
44
BOOTSTRAPPING REALIZED VOLATILITY.
- Published in:
- Econometrica, 2009, v. 77, n. 1, p. 283, doi. 10.3982/ECTA5971
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- Publication type:
- Article
45
What the New MoMA Leaves Out.
- Published in:
- Dissent (0012-3846), 2020, v. 67, n. 2, p. 12, doi. 10.1353/dss.2020.0028
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- Publication type:
- Article
46
Distribution of Aggregate Utility Using Stochastic Elements of Additive Multiattribute Utility Models.
- Published in:
- Decision Sciences, 2000, v. 31, n. 2, p. 327, doi. 10.1111/j.1540-5915.2000.tb01626.x
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- Publication type:
- Article
47
Valid Edgeworth Expansions of Some Estimators and Bootstrap Confidence Intervals in First-order Autoregression.
- Published in:
- Journal of Time Series Analysis, 1999, v. 20, n. 3, p. 343, doi. 10.1111/1467-9892.00141
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- Publication type:
- Article
48
Wilcoxon-type rank-sum precedence tests: large-sample approximation and evaluation.
- Published in:
- Applied Stochastic Models in Business & Industry, 2002, v. 18, n. 3, p. 271, doi. 10.1002/asmb.478
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- Article
49
ON THE EDGEWORTH TYPE EXPANSIONS FOR THE DISTRIBUTION OF EXTREME-SPACINGS STATISTICS.
- Published in:
- Pakistan Journal of Statistics, 2017, v. 33, n. 2, p. 117
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- Publication type:
- Article
50
Asymptotic approximations to the distribution of Kendall's sample τ.
- Published in:
- Journal of Statistical Computation & Simulation, 2009, v. 79, n. 5, p. 671, doi. 10.1080/00949650701837177
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- Article