From A to Z: Asymptotic expansions by van Zwet

Willem/Wim Albers

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 language	English
Place of Publication	Enschede
Publisher	University of Twente, Department of Applied Mathematics
Number of pages	19
Publication status	Published - 1999

Publication series

Name	Memorandum
Publisher	Department 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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title = "From A to Z: Asymptotic expansions by van Zwet",

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.",

keywords = "MSC-62G20, MSC-62E20, MSC-60F05, EWI-3305, IR-65674, METIS-141272",

author = "Willem/Wim Albers",

note = "Imported from MEMORANDA",

year = "1999",

language = "English",

series = "Memorandum",

publisher = "University of Twente, Department of Applied Mathematics",

number = "1485",

}

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T2 - Asymptotic expansions by van Zwet

AU - Albers, Willem/Wim

N1 - Imported from MEMORANDA

PY - 1999

Y1 - 1999

N2 - 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.

AB - 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.

KW - MSC-62G20

KW - MSC-62E20

KW - MSC-60F05

KW - EWI-3305

KW - IR-65674

KW - METIS-141272

M3 - Report

T3 - Memorandum

BT - From A to Z

PB - University of Twente, Department of Applied Mathematics

CY - Enschede

ER -

From A to Z: Asymptotic expansions by van Zwet

Abstract

Publication series

Keywords

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