Imhof Approximations to Econometric Estimators
针对线性模型中的一般计量估计量或检验统计量，提出一种基于Imhof分布的新近似方法，理论上可能比传统Edgeworth近似更优，并通过简单案例比较了两种近似的效果。
The article develops new approximations to the distribution function of a general econometric estimator or test statistic from a linear model. The method relies heavily on the general arguments for the validity of Edgeworth approximations, and produces formulae of a similar type, except that, instead of using the cumulative normal distribution, an Imhof distribution is used derived from the exact distribution of a linear combination of the sample data second moments. On theoretical grounds this might be expected to give better approximations for some estimators. In practice comparisons were made between computed approximations of both types for several simple cases.