From A to Z: Asymptotic expansions by van Zwet

Willem/Wim Albers

Research output: Book/ReportReportOther research output

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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

Fingerprint

Edgeworth Expansion
Asymptotic Expansion
Berry-Esseen Bound
U-statistics
Refinement
Statistics
First-order
Class

Keywords

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

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.
Albers, Willem/Wim. / From A to Z : Asymptotic expansions by van Zwet. Enschede : University of Twente, Department of Applied Mathematics, 1999. 19 p. (Memorandum; 1485).
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Albers, WW 1999, From A to Z: Asymptotic expansions by van Zwet. Memorandum, no. 1485, University of Twente, Department of Applied Mathematics, Enschede.

From A to Z : Asymptotic expansions by van Zwet. / Albers, Willem/Wim.

Enschede : University of Twente, Department of Applied Mathematics, 1999. 19 p. (Memorandum; No. 1485).

Research output: Book/ReportReportOther research output

TY - BOOK

T1 - From A to Z

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 -

Albers WW. From A to Z: Asymptotic expansions by van Zwet. Enschede: University of Twente, Department of Applied Mathematics, 1999. 19 p. (Memorandum; 1485).