Asymptotic expansions in the central limit theorem under moment conditions
From MaRDI portal
Publication:4148552
DOI10.1007/BF00534208zbMath0369.60027OpenAlexW1983732137MaRDI QIDQ4148552
Friedrich Götze, Christian Hipp
Publication date: 1978
Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf00534208
Related Items (29)
Asymptotic expansions for sums of weakly dependent random vectors ⋮ The periodogram of an i.i.d. sequence. ⋮ Consistency of the jackknife-after-bootstrap variance estimator for the bootstrap quantiles of a Studentized statistic ⋮ OPTIMAL BANDWIDTH SELECTION FOR ROBUST GENERALIZED METHOD OF MOMENTS ESTIMATION ⋮ Asymptotic expansions for sums of block-variables under weak dependence ⋮ Validity of the formal Edgeworth expansion when the underlying distribution is partly discrete ⋮ Rate of convergence and Edgeworth-type expansion in the entropic central limit theorem ⋮ Convergence in distribution norms in the CLT for non identical distributed random variables ⋮ Asymptotic analysis of symmetric functions ⋮ Some estimates of the normal approximation for independent non-identically distributed random variables ⋮ Edgeworth expansions for centered random walks on covering graphs of polynomial volume growth ⋮ Some estimates of normal approximation for the distribution of a sum of a random number of independent random variables ⋮ Zero bias transformation and asymptotic expansions ⋮ The periodogram at the Fourier frequencies ⋮ Second-order optimality of randomized estimation and test procedures ⋮ On the Rate of Convergence of Moments in the Central Limit Theorem for Lattice Distributions ⋮ Higher order concentration of measure ⋮ The delta-method for actuarial statistics ⋮ Stein's method and zero bias transformation for CDO tranche pricing ⋮ A third-order optimum property of the maximum likelihood estimator ⋮ Addendum to ``A third-order optimum property of the maximum likelihood estimator ⋮ A penalized empirical likelihood method in high dimensions ⋮ Hawkes process and Edgeworth expansion with application to maximum likelihood estimator ⋮ Asymptotic expansions for bivariate von Mises functionals ⋮ Asymptotic expansions in functional limit theorems ⋮ An optimal Berry-Esseen type theorem for integrals of smooth functions ⋮ Third-order efficiency of conditional tests in exponential models: The lattice case ⋮ Asymptotic expansions in the central limit theorem in Hilbert space ⋮ Asymptotic expansions based on smooth functions in the central limit theorem
Cites Work
This page was built for publication: Asymptotic expansions in the central limit theorem under moment conditions