Higher-order comparisons of asymptotic confidence intervals

Yoshihiko Maesono

    Research output: Contribution to journalArticlepeer-review

    1 Citation (Scopus)


    This paper presents discussion of properties of asymptotic confidence intervals based on a normalizing transformation and a Cornish-Fisher inversion of a studentized statistic. The normalizing transformation discussed herein removes bias, skewness and kurtosis. 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 also discussed.

    Original languageEnglish
    Pages (from-to)359-379
    Number of pages21
    JournalJournal of Statistical Planning and Inference
    Issue number2
    Publication statusPublished - Aug 1 2005

    All Science Journal Classification (ASJC) codes

    • Applied Mathematics
    • Statistics and Probability
    • Statistics, Probability and Uncertainty


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