AN EDGEWORTH EXPANSION AND A NORMALIZING TRANSFORMATION FOR L-STATISTICS
Yoshihiko Maesono · Bulletin of informatics and cybernetics · 2007
We obtain a stochastic approximation of a jackknife variance estimator of an L-statistic and also derive an approximation of a studentized L-statistic, in which we substitute the jackknife variance estimator. An Edgeworth expansion with remainder term o($n^-1/2$) is established for the studentized L-statistic. Using the Edgeworth expansion, we also discuss a normalizing transformation which improves the accuracy of the coverage probability of confidence interval.