Edgeworth expansions for statistics which are functions of lattice and non-lattice variables
نویسنده
چکیده
Let G be a distribution function on Iw’+’ such that the (k + 1)th marginal is lattice. Let 2, denote the sampe mean of n independent observations from G. For s > 3, the s-term Edgeworth expansions are obtained for a wide class of statistics which are smooth functions of 2,. The result is then applied to a statistic similar to the Student’s t-statistic, where the scaling factor, the sample standard deviation is replaced by the more robust mean absolute deviation. AMS 1980 Subject Classification: 62B20
منابع مشابه
A Note on Edgeworth Expansions for the Lattice Case
It is shown in this note that the one-term Edgeworth expansion for the standardized sample mean of n independent lattice random vectors when perturbed by a random variable (l/&)U is the same as in the strongly non-lattice case, where U is a bounded random variable depending only on a basis of the associated minimal lattice. An explicit form of U is given. Some applications to the student&d stat...
متن کاملEdgeworth Expansions for Sampling without Replacement from Finite Populations
The validity of the one-term Edgeworth expansion is proved for the multivariate mean of a random sample drawn without replacement under a limiting non-latticeness condition on the population. The theorem is applied to deduce the oneterm expansion for the univariate statistics which can be expressed in a certain linear plus quadratic form. An application of the results to the theory of bootstrap...
متن کاملEdgeworth Expansions: a Brief Review of Zhidong Bai’s Contributions
Professor Bai's contributions to Edgeworth Expansions are reviewed. Author's collaborations with Professor Bai on the topic are also discussed. I have the pleasure of collaborating with Professor Bai Zhidong on many papers including three [2–4] on Edgeworth expansions. The earliest work of Bai on Edgeworth expansions that I came across is the English translation [10] of his joint work with Lin ...
متن کاملEdgeworth Expansions for Errors-in-Variables Models
Edgeworth expansions for sums of independent but not identically distributed multivariate random vectors are established. The results are applied to get valid Edgeworth expansions for estimates of regression parameters in linear errors-invariable models. The expansions for studentized versions are also developed. Further, Edgeworth expansions for the corresponding bootstrapped statistics are ob...
متن کاملOn lattice of basic z-ideals
For an f-ring with bounded inversion property, we show that , the set of all basic z-ideals of , partially ordered by inclusion is a bounded distributive lattice. Also, whenever is a semiprimitive ring, , the set of all basic -ideals of , partially ordered by inclusion is a bounded distributive lattice. Next, for an f-ring with bounded inversion property, we prove that is a complemented...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
عنوان ژورنال:
دوره شماره
صفحات -
تاریخ انتشار 2001