![[Back]](/images/prevpage.gif)
![[Index]](/images/index.gif)
![[Help]](/images/help.gif)
![[MSI]](/images/msi.gif)
![[ANU Online]](/images/online.gif)
Research Report SRR02-005
Higher order comparisons of nonparametric confidence intervals
Yoshihiko Maesono
Abstract:
In this paper we discuss properties of nonparametric confidence
intervals based on asymptotic expansions. We consider the
intervals which are based on a normalizing transformation and a
Cornish-Fisher inversion of studentized statistics. The
normalizing transformation that we discuss here removes bias,
skewness and kurtosis, simultaneously. The Cornish-Fisher
inversion is obtained from the Edgeworth expansion of the
studentized statistic with residual term
o(n-1). Asymptotic mean squared
errors and simulation results are discussed.
Primary AMS Classification: 62G20
Date: 17 June 2002
This service is maintained by the
Mathematical Sciences Institute (MSI)
Comments to
webmaster@maths.anu.edu.au
URL: http://wwwmaths.anu.edu.au/