. Bhattacharya, Rabi et Qumsiyeh, Maher, Second order and lp-comparisons between the bootstrap and empirical edgeworth expansion methodologies, Annals of statistics , 17(1), 1989, pp. 160-169
The bootstrap estimate of distribution functions of studentized statistics is shown to be more accurate than even the two-term empirical Edgeworth expansion, thus strengthening the claim of superiority of the bootstrap over the normal approximation method. The two methods are compared not only with respect to bounded bowl-shaped loss functions but also with respect to squared error loss and, more generally, in Lp-norms.