From A to Z: Asymptotic expansions by van Zwet

Willem/Wim Albers

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    Abstract

    Refinements of first order asymptotic results axe 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 [/-statistics. After these special classes, the question about a general second order theory for asymptotically normal statistics is addressed. As a final topic, empirical Edgeworth expansions are considered.
    Original languageEnglish
    Title of host publicationState of the Art in Statistics and Probability Theory: Festschrift for Willem R. van Zwet
    Subtitle of host publicationPapers from the symposium held at the University of Leiden, Leiden, March 23-26, 1999
    EditorsMathisca de Gunst, Chris Klaasen, Aad van der Vaart
    Place of PublicationBethesda
    PublisherInstitute of Mathematical Statistics
    Pages2-20
    ISBN (Print)9780940600508
    DOIs
    Publication statusPublished - 2001
    EventSymposium on State of the Art in Probability and Statistics 1999: Festschrift for Willem R. van Zwet - University of Leiden, Leiden
    Duration: 23 Mar 199926 Mar 1999

    Publication series

    NameIMS Lecture Notes - Monograph Series
    PublisherInstitute of Mathematical Statistics
    Number36

    Conference

    ConferenceSymposium on State of the Art in Probability and Statistics 1999
    CityLeiden
    Period23/03/9926/03/99

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    Keywords

    • METIS-202699
    • Bootstrap
    • Second order asymptotics
    • IR-70369
    • symmetric statistics
    • Berry-Esseen
    • (empirical) Edgeworth expansion
    • L- and U-statistics
    • MSC-62E20
    • MSC-60F05
    • EWI-12841
    • IR-64798
    • MSC-62G20

    Cite this

    Albers, WW. (2001). From A to Z: Asymptotic expansions by van Zwet. In M. de Gunst, C. Klaasen, & A. van der Vaart (Eds.), 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 (pp. 2-20). (IMS Lecture Notes - Monograph Series; No. 36). Bethesda: Institute of Mathematical Statistics. https://doi.org/10.1214/lnms/1215090060