Teoriya Veroyatnostei i ee Primeneniya
RUS  ENG    JOURNALS   PEOPLE   ORGANISATIONS   CONFERENCES   SEMINARS   VIDEO LIBRARY   PACKAGE AMSBIB  
General information
Latest issue
Archive
Impact factor
Guidelines for authors
Submit a manuscript

Search papers
Search references

RSS
Latest issue
Current issues
Archive issues
What is RSS


Teor. Veroyatnost. i Primenen.:
Year:
Volume:
Issue:
Page:
Find




Personal entry:
Login:
Password:
Save password
Enter
Forgotten password?
Register

Teoriya Veroyatnostei i ee Primeneniya, 2002, Volume 47, Issue 2, Pages 374–381
DOI: https://doi.org/10.4213/tvp3669 (Mi tvp3669) 		 
This article is cited in 10 scientific papers (total in 10 papers)

Short Communications

Second-order and bootstrap approximation to Student's $t$-statistic

M. Bloznelisa, H. Putterb

a The Faculty of Mathematics and Informatics, Vilnius University
b Leiden University
Full-text PDF (864 kB) Citations (10)
DOI: https://doi.org/10.4213/tvp3669
Abstract: We prove the validity of one-term Edgeworth expansion for Student's $t$-statistic under minimal conditions: the distribution of observations is nonlattice and has finite third moment. As a corollary we obtain the second-order correctness for the bootstrap of Student's t-statistic under these optimal conditions, thus extending classical result of Singh [Ann. Statist., 9 (1981), pp. 1187–1195] to the Studentized mean.
Keywords: Student test, Edgeworth expansion, bootstrap, asymptotic expansion, self-normalized sum.
Received: 13.05.1999
English version:
Theory of Probability and its Applications, 2003, Volume 47, Issue 2, Pages 300–307
DOI: https://doi.org/10.1137/S0040585X97979743
Bibliographic databases:
Document Type: Article
Language: English
Citation: M. Bloznelis, H. Putter, “Second-order and bootstrap approximation to Student's $t$-statistic”, Teor. Veroyatnost. i Primenen., 47:2 (2002), 374–381; Theory Probab. Appl., 47:2 (2003), 300–307
Citation in format AMSBIB
\Bibitem{BloPut02}
\by M.~Bloznelis, H.~Putter
\paper Second-order and bootstrap approximation to Student's $t$-statistic
\jour Teor. Veroyatnost. i Primenen.
\yr 2002
\vol 47
\issue 2
\pages 374--381
\mathnet{http://mi.mathnet.ru/tvp3669}
\crossref{https://doi.org/10.4213/tvp3669}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=2003205}
\zmath{https://zbmath.org/?q=an:1036.62007}
\transl
\jour Theory Probab. Appl.
\yr 2003
\vol 47
\issue 2
\pages 300--307
\crossref{https://doi.org/10.1137/S0040585X97979743}
\isi{https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=Publons&SrcAuth=Publons_CEL&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=000183800700009}
Linking options:
  • https://www.mathnet.ru/eng/tvp3669
  • https://doi.org/10.4213/tvp3669
  • https://www.mathnet.ru/eng/tvp/v47/i2/p374
    • This publication is cited in the following 10 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Теория вероятностей и ее применения Theory of Probability and its Applications
    Statistics & downloads:
    Abstract page:437
    Full-text PDF :165
     
      Contact us:
    		  Terms of Use  Registration to the website  Logotypes © Steklov Mathematical Institute RAS, 2024