AN EDGEWORTH EXPANSION AND A NORMALIZING TRANSFORMATION FOR L-STATISTICS - Collections

＜journal article＞
AN EDGEWORTH EXPANSION AND A NORMALIZING TRANSFORMATION FOR L-STATISTICS

Creator	Author PID K002245 Creator Name Maesono, Yoshihiko 前園, 宜彦 Affiliation Affiliation Name Faculty of Mathematics, Kyushu University 九州大学数理学研究院数学部門
Language	English
Publisher	Research Association of Statistical Sciences
Publisher	統計科学研究会
Date	2007-12
Source Title	Bulletin of informatics and cybernetics
Vol	39
First Page	25
Last Page	43
Publication Type	Version of Record
Access Rights	open access
Crossref DOI	https://doi.org/10.5109/16772
Related DOI	Bulletin of informatics and cybernetics \|\| 39 \|\| p25-43
Related DOI	http://bic.math.kyushu-u.ac.jp/
Related URI	Bulletin of informatics and cybernetics \|\| 39 \|\| p25-43
Related URI	http://bic.math.kyushu-u.ac.jp/
Relation	Bulletin of informatics and cybernetics \|\| 39 \|\| p25-43
Relation	http://bic.math.kyushu-u.ac.jp/
Abstract	We obtain a stochastic approximation of a jackknife variance estimator of an L-statistic and also derive an approximation of a studentized L-statistic, in which we substitute the jackknife variance es...timator. An Edgeworth expansion with remainder term o($n^-1/2$) is established for the studentized L-statistic. Using the Edgeworth expansion, we also discuss a normalizing transformation which improves the accuracy of the coverage probability of confidence interval.show more

File	FileType	Size	Views	Description
bic039_p025	pdf	99.3 KB	324

PISSN	0286-522X
EISSN	2435-743X
NCID	AA10634475
Record ID	16772
Peer-Reviewed	Refereed
Subject Terms	Edgeworth expansion
	Gini's mean difference
	H-decomposition
	Jackknife estimator of variance
	Normalizing transformation
	Studentized L-statistics
Type	学術雑誌論文
Created Date	2010.03.11
Modified Date	2020.10.22