BoundEdgeworth

Authors Yannick Guyonvarch, Alexis Derumigny, Lucas Girard

Last update 16 June 2023

Copyright license GNU General Public License, version 3.0

Software version identifier 0.1.1, 0.1.2.1

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 (2021) <arXiv:2101.05780>.

Cites work

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

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