Validity of the formal Edgeworth expansion when the underlying distribution is partly discrete (Q1111268)

Validity of the formal Edgeworth expansion for the distribution of the statistic \(\sqrt{n g(X_ n/n,Y_ n/n)}\) is considered. Here \(X_ n\) is a continuous variate and \(Y_ n\) is a discrete variate. In general if \((X_ n,Y_ n)\) resemble the sum of i.i.d. variables and the partial derivative of g with respect to the first variable has full rank it is possible to establish an Edgeworth expansion.