BoundEdgeworth (Q96849)
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Bound on the Error of the First-Order Edgeworth Expansion
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| English | BoundEdgeworth |
Bound on the Error of the First-Order Edgeworth Expansion |
Statements
16 June 2023
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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 (2021) <arXiv:2101.05780>.
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