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A Method for the Computer Calculation of Edgeworth Expansions for Smooth Function Models
Journal of Computational and Graphical Statistics
Vol. 2, No. 2 (Jun., 1993), pp. 199-207
Published by: Taylor & Francis, Ltd. on behalf of the American Statistical Association, Institute of Mathematical Statistics, and Interface Foundation of America
Stable URL: http://www.jstor.org/stable/1390699
Page Count: 9
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In this article I describe, in detail, a method for the computer calculation of Edgeworth expansions for a smooth function model accurate in the O(n-1) term. For such models, these expansions are an important tool for the analysis of normalizing transformations, the correction of an approximately normally distributed quantity for skewness, and the comparison of bootstrap inference procedures. The method is straightforward and is efficient in a sense described in the article. The implementation of the method in general is clear from its implementation in the Mathematica program (available through StatLib) for the particular case of the studentized mean.
Journal of Computational and Graphical Statistics © 1993 American Statistical Association