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Empirical Edgeworth Expansion for Finite Population Statistics. I

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Abstract

For symmetric asymptotically linear statistics based on simple random samples, we construct the one-term empirical Edgeworth expansion, where the moments defining the true Edgeworth expansion are replaced by their jackknife estimators. In order to establish the validity of the empirical Edgeworth expansion (in probability), we prove the consistency of the jackknife estimators.

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Authors and Affiliations

  1. Institute of Mathematics and Informatics, Vilnius University, Naugarduko 24, Akademijos 4, 2600, Vilnius, Lithuania

    M. Bloznelis

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  1. M. Bloznelis
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Bloznelis, M. Empirical Edgeworth Expansion for Finite Population Statistics. I. Lithuanian Mathematical Journal 41, 120–134 (2001). https://doi.org/10.1023/A:1011620131943

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