Edgeworth expansion in regression models

Journal of Multivariate Analysis

Volumn 35, Issue 1, 1990, Pages 86-101

  Qumsiyeh, Maher B ^a,b  

^a INDIANA UNIVERSITY   (United States)

^b Bethlehem University Palestine ^*  (Israel)

Author keywords

Edgeworth expansions; least squares; linear models

Indexed keywords

EID: 38249018210     PISSN: 0047259X     EISSN: 10957243     Source Type: Journal    
DOI: 10.1016/0047-259X(90)90017-C     Document Type: Article

References (11)

1. Refinements of the multidimentional central limit theorem and applications
2. Some recent results on Cramer-Edgeworth expansions with applications
3. On the validity of the formal Edgeworth expansion
4. Asymptotic normality and consistancy of least squares estimators for families of linear regression
5. An asymptotic expansion of the distribution of least squares estimators in the nonlinear regression model
6. Asymptotic expansion of the least squares estimator for a vector parameter of a nonlinear regression
7. Asymptotic expansions of the distribution of estimators in a linear functional relationship and simultaneous equations
8. Edgeworth expansions of the distribution of maximum likelihood estimators in the general (non i.i.d.) case
9. A note to the paper of Ivanov and Zwanzig on the asymptotic expansion of the least squares estimator