Asymptotic expansion of the distribution function of a random variable with regular behavior of cumulants

DOI10.1007/BF02350364MaRDI QIDQ1925176zbMATH OpenOpenAlexFDO

Authors Leonas Saulis

Publication date 29 October 1996

Published in Lithuanian Mathematical Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf02350364

zbMATH Keywords

cumulantmoment generating function

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05) Approximations to statistical distributions (nonasymptotic) (62E17)

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• scientific article; zbMATH DE number 558238 (Why is no real title available?)
• Asymptotic expansions based on smooth functions in the central limit theorem

Cited in

(4)

• Quasicumulants and limit theorems in case of the Cauchy limiting law
• Asymptotic expansion in the large deviation zones of the distribution function of a random variable with a regular behavior of its semi-invariants
• Asymptotic expansion of the distribution density function for the sum of random variables in the series scheme in large deviation zones
• From moment explosion to the asymptotic behavior of the cumulative distribution for a random variable

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