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Effects of transformations in higher order asymptotic expansions. (English) Zbl 0609.62075

Approximate formulae using a large number of terms of Edgeworth type asymptotic expansions for the distributions of statistics often produce spurious oscillations and give poor fits to the exact distribution functions in parts of the tails. A general method for suppressing these oscillations and evoking more accurate approximations is introduced here.

MSC:

62H10 Multivariate distribution of statistics
62E20 Asymptotic distribution theory in statistics

Software:

REDUCE
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Full Text: DOI

References:

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