BoundEdgeworth (Q96849)
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Bound on the Error of the First-Order Edgeworth Expansion
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | BoundEdgeworth |
Bound on the Error of the First-Order Edgeworth Expansion |
Statements
1 December 2025
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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>.
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