Inverting an Edgeworth Expansion
Hall, Peter
Ann. Statist., Tome 11 (1983) no. 1, p. 569-576 / Harvested from Project Euclid
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We provide a method for inverting a general Edgeworth expansion, so as to correct a statistic for the effects of non-normality. This technique is applied to the special case of the "Studentized" mean. Explicit formulae are given for the correction terms.
Publié le : 1983-06-14
Classification:  Confidence interval,  Edgeworth expansion,  normal approximation,  62E20,  62H10,  60F05,  60G05 
@article{1176346162,
     author = {Hall, Peter},
     title = {Inverting an Edgeworth Expansion},
     journal = {Ann. Statist.},
     volume = {11},
     number = {1},
     year = {1983},
     pages = { 569-576},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176346162}
}

Hall, Peter. Inverting an Edgeworth Expansion. Ann. Statist., Tome 11 (1983) no. 1, pp.  569-576. http://gdmltest.u-ga.fr/item/1176346162/