On moment conditions for valid formal Edgeworth expansions
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DOI10.1016/0047-259X(88)90116-9zbMATH Open0672.62030MaRDI QIDQ1120213FDOQ1120213
Authors: Rabi Bhattacharya, Jayanta K. Ghosh 
Publication date: 1988
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Recommendations
asymptotic expansionconditional distributionformal Edgeworth expansionsfunctions of sample averagesrelaxation of the moment conditionsStudent statistics
Cites Work
- On the validity of the formal Edgeworth expansion
- Edgeworth expansion for Student's t statistic under minimal moment conditions
- Title not available (Why is that?)
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- Chi squared approximations to the distribution of a sum of independent random variables
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- Asymptotic Expansion for the Distribution of a Statistic Admitting a Stochastic Expansion. II
Cited In (10)
- On the first-order Edgeworth expansion for a Markov chain
- A Measure of Multivariate Kurtosis with Principal Components
- Non-uniform bounds and Edgeworth expansions in self-normalized limit theorems
- An application of Lévy's inversion formula for higher order asymptotic expansion
- Asymptotic expansions of the null distributions of some test statistics for profile analysis in general distributions
- An asymptotic expansion for the distribution of Hotelling's \(T^ 2\)-statistic under nonnormality
- On improving the robustness and reliability of Rao's score test
- An Asymptotic Expansion of the Distribution of Hotelling'sT2-Statistic Under General Distributions
- Title not available (Why is that?)
- On the validity of the formal Edgeworth expansion
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