From A to Z: Asymptotic expansions by van Zwet

W. Albers

doi:10.1214/lnms/1215090060

From A to Z: Asymptotic expansions by van Zwet

W. Albers

Research output: Chapter in Book/Report/Conference proceeding › Chapter › Academic

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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 language	English
Title of host publication	State of the Art in Statistics and Probability Theory: Festschrift for Willem R. van Zwet
Subtitle of host publication	Papers from the symposium held at the University of Leiden, Leiden, March 23-26, 1999
Editors	Mathisca de Gunst, Chris Klaasen, Aad van der Vaart
Place of Publication	Bethesda
Publisher	Institute of Mathematical Statistics
Pages	2-20
ISBN (Print)	9780940600508
DOIs	https://doi.org/10.1214/lnms/1215090060
Publication status	Published - 2001
Event	Symposium on State of the Art in Probability and Statistics 1999: Festschrift for Willem R. van Zwet - University of Leiden, Leiden Duration: 23 Mar 1999 → 26 Mar 1999

Publication series

Name	IMS Lecture Notes - Monograph Series
Publisher	Institute of Mathematical Statistics
Number	36

Conference

Conference	Symposium on State of the Art in Probability and Statistics 1999
City	Leiden
Period	23/03/99 → 26/03/99

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

Access to Document

10.1214/lnms/1215090060

Albers2001fromFinal published version, 2.01 MB

http://projecteuclid.org/handle/euclid.lnms/1215090060

1 Report

From A to Z: Asymptotic expansions by van Zwet
Albers, W., 1999, Enschede: University of Twente. 19 p. (Memorandum; no. 1485)
Research output: Book/Report › Report › Other research output

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Albers, W. (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). Institute of Mathematical Statistics. https://doi.org/10.1214/lnms/1215090060

Albers, W. / From A to Z : Asymptotic expansions by van Zwet. 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. editor / Mathisca de Gunst ; Chris Klaasen ; Aad van der Vaart. Bethesda : Institute of Mathematical Statistics, 2001. pp. 2-20 (IMS Lecture Notes - Monograph Series; 36).

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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.",

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",

author = "W. Albers",

year = "2001",

doi = "10.1214/lnms/1215090060",

language = "English",

isbn = "9780940600508",

series = "IMS Lecture Notes - Monograph Series",

publisher = "Institute of Mathematical Statistics",

number = "36",

pages = "2--20",

editor = "\{de Gunst\}, Mathisca and Chris Klaasen and \{van der Vaart\}, Aad",

booktitle = "State of the Art in Statistics and Probability Theory: Festschrift for Willem R. van Zwet",

address = "United States",

note = "Symposium on State of the Art in Probability and Statistics 1999 : Festschrift for Willem R. van Zwet ; Conference date: 23-03-1999 Through 26-03-1999",

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Albers, W 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. IMS Lecture Notes - Monograph Series, no. 36, Institute of Mathematical Statistics, Bethesda, pp. 2-20, Symposium on State of the Art in Probability and Statistics 1999, Leiden, 23/03/99. https://doi.org/10.1214/lnms/1215090060

From A to Z: Asymptotic expansions by van Zwet. / Albers, W.
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. ed. / Mathisca de Gunst; Chris Klaasen; Aad van der Vaart. Bethesda: Institute of Mathematical Statistics, 2001. p. 2-20 (IMS Lecture Notes - Monograph Series; No. 36).

Research output: Chapter in Book/Report/Conference proceeding › Chapter › Academic

TY - CHAP

T1 - From A to Z

T2 - Symposium on State of the Art in Probability and Statistics 1999

AU - Albers, W.

PY - 2001

Y1 - 2001

N2 - 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.

AB - 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.

KW - METIS-202699

KW - Bootstrap

KW - Second order asymptotics

KW - IR-70369

KW - symmetric statistics

KW - Berry-Esseen

KW - (empirical) Edgeworth expansion

KW - L- and U-statistics

KW - MSC-62E20

KW - MSC-60F05

KW - EWI-12841

KW - IR-64798

KW - MSC-62G20

U2 - 10.1214/lnms/1215090060

DO - 10.1214/lnms/1215090060

M3 - Chapter

SN - 9780940600508

T3 - IMS Lecture Notes - Monograph Series

SP - 2

EP - 20

BT - State of the Art in Statistics and Probability Theory: Festschrift for Willem R. van Zwet

A2 - de Gunst, Mathisca

A2 - Klaasen, Chris

A2 - van der Vaart, Aad

PB - Institute of Mathematical Statistics

CY - Bethesda

Y2 - 23 March 1999 through 26 March 1999

ER -

Albers W. From A to Z: Asymptotic expansions by van Zwet. In de Gunst M, Klaasen C, van der Vaart A, editors, 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. Bethesda: Institute of Mathematical Statistics. 2001. p. 2-20. (IMS Lecture Notes - Monograph Series; 36). doi: 10.1214/lnms/1215090060

From A to Z: Asymptotic expansions by van Zwet

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From A to Z: Asymptotic expansions by van Zwet

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