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Edgeworthův rozvoj / Edgeworth expansion

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.

Identiferoai:union.ndltd.org:nusl.cz/oai:invenio.nusl.cz:397744
Date January 2019
CreatorsDzurilla, Matúš
ContributorsOmelka, Marek, Nagy, Stanislav
Source SetsCzech ETDs
LanguageSlovak
Detected LanguageEnglish
Typeinfo:eu-repo/semantics/masterThesis
Rightsinfo:eu-repo/semantics/restrictedAccess

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