BoundEdgeworth

Authors Alexis Derumigny, Lucas Girard, Yannick Guyonvarch

Last update 1 December 2025

Copyright license GNU General Public License, version 3.0

Software version identifier 0.1.1, 0.1.2.1, PACKAGES.rds, 0.1.3

Description

Computes uniform bounds on the distance between the cumulative distribution function of a standardized sum of random variables and its first-order Edgeworth expansion, following the article Derumigny, Girard, Guyonvarch (2023) <doi:10.1007/s13171-023-00320-y>.

Cites work

Explicit non-asymptotic bounds for the distance to the first-order Edgeworth expansion

Cited in

(1)

NAVAECI

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