From A to Z: Asymptotic expansions by van Zwet

W. 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
    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

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    • From A to Z: Asymptotic expansions by van Zwet

      Albers, W., 2001, State of the Art in Statistics and Probability Theory: Festschrift for Willem R. van Zwet: Papers from the symposium held at the University of Leiden, Leiden, March 23-26, 1999. de Gunst, M., Klaasen, C. & van der Vaart, A. (eds.). Bethesda: Institute of Mathematical Statistics, p. 2-20 (IMS Lecture Notes - Monograph Series; no. 36).

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