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

DOI10.1007/BF00367300zbMath0658.62017MaRDI QIDQ1111268

Jens Ledet Jensen

Publication date: 1989

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

zbMATH Keywords

Edgeworth expansioncensored exponential life timescensored life timesconditional expansionpartly discrete distributionstransformed expansionvarying censoring times

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20)

Related Items (2)

Edgeworth expansions of suitably normalized sample mean statistics for atomic Markov chains ⋮ Improved density and distribution function estimation

Cites Work

• A note on asymptotic expansions for Markov chains using operator theory
• On the validity of the formal Edgeworth expansion
• Standardized log-likelihood ratio statistics for mixtures of discrete and continuous observations
• Econometric Estimators and the Edgeworth Approximation
• Asymptotic expansions in the central limit theorem under moment conditions
• On Multivariate Edgeworth Expansions
• The Characteristic Function of a Conditional Statistic
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