Interpretation and manipulation of Edgeworth expansions |
| |
Authors: | W C M Kallenberg |
| |
Institution: | (1) Department of Applied Mathematics, University of Twente, P.O. Box 217, 7500 AE Enschede, The Netherlands |
| |
Abstract: | With a given Edgeworth expansion sequences of i.i.d. r.v.'s are associated such that the Edgeworth expansion for the standardized sum of these r.v.'s agrees with the given Edgeworth expansion. This facilitates interpretation and manipulation of Edgeworth expansions. The theory is applied to the power of linear rank statistics and to the combination of such statistics based on subsamples. Complicated expressions for the power become more transparent. As a consequence of the sum-structure it is seen why splitting the sample causes no loss of first order efficiency and only a small loss of second order efficiency. |
| |
Keywords: | Asymptotic expansions combination of test statistics one-sample problem two-sample problem power contiguous alternatives second order efficiency second order standardization |
本文献已被 SpringerLink 等数据库收录! |