Modified Edgeworth and Cornish-Fisher Expansions with Unknown Cumulants and no Singularities

Bibliograhy

• Babu , G. J. and Rose , A. 1989 . Bootstrap confidence intervals . Statist. Prob. Lett. , 7 : 151 – 160 .
   Google Scholar
• Babu , G. J. and Singh , K. 1984 . On one term Edgeworth correction by Efron's bootstrap . Sankhya , A 46 : 219 – 232 .
   Google Scholar
• Bhattacharya , R. and Qumsiyeh , M. 1989 . Second order and Lp-comparisons between the bootstrap and empirical Edgeworth expansion methodologies . Ann. Statist. , 17 : 160 – 169 .
   Web of Science ®Google Scholar
• Bose , A. 1988 . Edgeworth correction by bootstrap in autoregressions . Ann. Statist. , 16 : 1709 – 1722 .
   Web of Science ®Google Scholar
• Draper , N. R. and Tierney , D. E. 1973 . Exact formulas for additional terms in some important series expansions . Commun. Statist. , 1 : 495 – 524 .
   Google Scholar
• Gray , H. L. 1988 . “ On a unification of bias reduction and numerical approximation ” . In Essays in honor of Franklin A. Graybill , Edited by: Srivastava , J. N. 105 – 116 . North-Holland : Elsevier Science Publishers .
   Google Scholar
• Gray , H. L. , Coberly , W. A. and Lewis , T. O. 1975 . On Edgeworth expansions with unknown cumulants . Ann. Statist. , 3 : 741 – 746 .
   Google Scholar
• Hill , G. W. and Davis , A. W. 1968 . Generalized asymptotic expansions of Cornish-Fisher type . Ann. Math. Statist. , 39 : 1264 – 1273 .
   Google Scholar
• McCune , E. D. and Gray , H. L. 1975 . On Cornish-Fisher expansions with unknown curnulants . Commun. Statist. , 4 ( 11 ) : 1043 – 1055 .
   Google Scholar
• McCune , E. D. 1977 . On Cornish-Fisher expansions as a ratio of determinants without cumulants . Commun. Statist, -Theor. Meth. , A6 ( 3 ) : 243 – 250 .
   Google Scholar
• McCune , E. D. and McCune , S. K. 1989 . A modified Edgeworth expansion without singularities . Texas J. Sci. , 35 : 221 – 229 .
   Google Scholar
• Peers , H. W. and Iqbal , M. 1985 . Asymptotic expansions for confidence limits in the presence of nuisance parameters . J. R. Statist. Soc. , B 47 : 547 – 554 . with applications
   Google Scholar
• Singh , K. 1981 . On the asymptotic accuracy of Efron's bootstrap . Ann, Statist. , 9 : 1187 – 1195 .
   Web of Science ®Google Scholar
• Withers , C. S. 1983 . Expansions for the distribution and quantiles of a regular functional of the empirical distribution with applications to nonparametric confidence intervals . Ann. Statist. , 11 : 577 – 587 .
   Web of Science ®Google Scholar