Bhattacharya, Rabi N. ; Ghosh, J. K. (1988) On moment conditions for valid formal Edgeworth expansions Journal of Multivariate Analysis, 27 (1). pp. 68-79. ISSN 0047-259X
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Official URL: http://linkinghub.elsevier.com/retrieve/pii/004725...
Related URL: http://dx.doi.org/10.1016/0047-259X(88)90116-9
Abstract
The validity of formal Edgeworth expansions for statistics which are functions of sample averages was established in [2], Ann. Statist.6 434-451) under a moment condition which is sometimes too severe. In this article this moment condition is relaxed. Two examples of [6 and 7], Ann. Probab.15 920-931) are discussed in this context.
| Item Type: | Article |
|---|---|
| Source: | Copyright of this article belongs to Elsevier Science. |
| Keywords: | Asymptotic Expansion; Student's Statistic |
| ID Code: | 22518 |
| Deposited On: | 24 Nov 2010 08:26 |
| Last Modified: | 02 Jun 2011 07:17 |
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