Edgeworth expansions for statistics which are functions of lattice and non-lattice variables

Gutti Jogesh Babu

doi:10.1016/0167-7152(91)90158-N

Edgeworth expansions for statistics which are functions of lattice and non-lattice variables

Gutti Jogesh Babu

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7 Scopus citations

Abstract

Let G be a distribution function on R^k+1 such that the (k + 1)th marginal is lattice. Let Z̄_n 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 Z̄_n. 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.

Original language	English (US)
Pages (from-to)	1-7
Number of pages	7
Journal	Statistics and Probability Letters
Volume	12
Issue number	1
DOIs	https://doi.org/10.1016/0167-7152(91)90158-N
State	Published - Jul 1991

All Science Journal Classification (ASJC) codes

Statistics and Probability
Statistics, Probability and Uncertainty

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10.1016/0167-7152(91)90158-N

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abstract = "Let G be a distribution function on Rk+1 such that the (k + 1)th marginal is lattice. Let {\=Z}n 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 {\=Z}n. 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.",

author = "Babu, \{Gutti Jogesh\}",

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N2 - Let G be a distribution function on Rk+1 such that the (k + 1)th marginal is lattice. Let Z̄n 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 Z̄n. 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.

AB - Let G be a distribution function on Rk+1 such that the (k + 1)th marginal is lattice. Let Z̄n 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 Z̄n. 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.

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Edgeworth expansions for statistics which are functions of lattice and non-lattice variables

Abstract

All Science Journal Classification (ASJC) codes

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