Advances and Applications in Statistics
Volume 24, Issue 2, Pages 129 - 138
(October 2011)
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EDGEWORTH APPROXIMATION OF CONFIDENCE REGIONS
Jan Vrbik
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Abstract: We provide a detailed proof of a previously published method for constructing accurate confidence regions for two parameters of a distribution. This is then extended to three parameters. |
Keywords and phrases: Edgeworth series, cumulants, confidence region. |
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