EDGEWORTH EXPANSIONS AND BOOTSTRAP FOR DEGENERATE VON
MISES STATISTICS
Abstract: We prove Edgeworth expansions for degenerate von Mises statistics like the Beran,
Watson, and Cramér-von Mises goodness-of-fit statistics. Furthermore, we show that the
bootstrap approximation works up to an error of order and that bootstrap based
confidence regions attain a prescribed confidence level up to the order
2000 AMS Mathematics Subject Classification: Primary: -; Secondary: -;
Key words and phrases: -