An Edgeworth expansion for finite population L-statistics

Details An Edgeworth expansion for finite population L-statistics An Edgeworth expansion for finite population L-statistics

2011-03-22

arxiv.org/abs/1103.4220v2

Lithuanian Math. J. 52 (2012) 40-52

Mathematics

Statistics Theory

14 pages. Minor revisions. Some explanatory comments and a numerical example were added. Lith. Math. J. (to appear)

Scientific paper

10.1007/s10986-012-9154-8

In this paper, we consider the one-term Edgeworth expansion for finite
population L-statistics. We provide an explicit formula for the Edgeworth
correction term and give sufficient conditions for the validity of the
expansion which are expressed in terms of the weight function that defines the
statistics and moment conditions.

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