From A to Z: Asymptotic expansions by van Zwet

Willem/Wim Albers

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    Abstract

    Refinements of first-order asymptotic results are reviewed, with a number of Ph.D. projects supervised by van Zwet serving as stepping stones. Berry-Esseen bounds and Edgeworth expansions are discussed for $R$-, $L$- and $U$-statistics. After these special classes, the question of a general second-order theory for asymptotically normal statistics is addressed. As a final topic, empirical Edgeworth expansions are considered.
    Original languageEnglish
    Place of PublicationEnschede
    PublisherUniversity of Twente, Department of Applied Mathematics
    Number of pages19
    Publication statusPublished - 1999

    Publication series

    NameMemorandum
    PublisherDepartment of Applied Mathematics, University of Twente
    No.1485
    ISSN (Print)0169-2690

    Keywords

    • MSC-62G20
    • MSC-62E20
    • MSC-60F05
    • EWI-3305
    • IR-65674
    • METIS-141272

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  • Cite this

    Albers, WW. (1999). From A to Z: Asymptotic expansions by van Zwet. (Memorandum; No. 1485). Enschede: University of Twente, Department of Applied Mathematics.