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National Repository of Grey Literature 2 records found  Search took 0.00 seconds. 
Edgeworth expansion
 Dzurilla, Matúš ; Omelka, Marek (advisor) ; Nagy, Stanislav (referee)
This thesis is focused around Edgeworth's expansion for approximation of distribution for parameter estimation. Aim of the thesis is to introduce term Edgeworth's expansion, its assumptions and terminology associated with it. Afterwards demonstrate process of deducting first term of Edgeworth's expansion. In the end demonstrate this deduction on examples and compare it with different approximations (mainly central limit theorem), and show strong and weak points of Edgeworth's expansion.
Detailed record
Edgeworth expansion
 Dzurilla, Matúš ; Omelka, Marek (advisor) ; Nagy, Stanislav (referee)
This thesis is focused around Edgeworths expansion for aproximation of distribution for parameter estimation. Aim of the thesis is to introduce term Edgeworths expansion, its assumptions and terminology associeted with it. Afterwords demonstrate process of deducting first term of Edgeworths expansion. In the end demonstrate this deduction on examples and compare it with different approximations (mainly central limit theorem), and show strong and weak points of Edgeworths expansion.
Detailed record

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