Asymptotic expansions in functional limit theorems
A general scheme is introduced yielding asymptotic expansions in the i.i.d. case for central limit theorems, functional limit theorems, and for the invariance principle. This scheme is defined by a sequence of smooth symmetric functions \(h_ n(\epsilon_ 1,...,\epsilon_ n)\) of n real variables, which satisfy \(h_{n+1}(0,\epsilon_ 1,...,\epsilon_ n)=h_ n(\epsilon_ 1,...,\epsilon_ n)\) and have vanishing first derivatives at zero. It is shown that \(h_ n(n^{-1/2},...,n^{-1/2})\) admits an asymptotic expansion the terms of which are derivatives of the limiting function \(h_{\infty}(\epsilon_ 1,...,\epsilon_ s)=\lim_{m}h_{m+s}(\epsilon_ 1,...,\epsilon_ s,m^{-1/2},\). \(..,m^{-1/2})\) at zero. This nonprobabilistic result is applied to situations in which the quantities of interest for sample size n (such as certain probabilities or characteristic functions) can be expressed by \(h_ n(n^{- 1/2},...,n^{-1/2})\) in a scheme of the above kind. Using the scheme, new results on asymptotic expansions are derived. Among these are expansions for integrals of smooth functions for sums of i.i.d. random vectors in an arbitrary Polish space (notice that in these spaces the CLT does not hold in general).
- Asymptotic expansions in the central limit theorem in Hilbert space
- scientific article; zbMATH DE number 3938126
- Asymptotic expansions for moments in the central limit theorem in Banach spaces
- On asymptotic expansion of the moments of smooth functions in the central limit theorem
- scientific article; zbMATH DE number 4062231
- An Edgeworth expansion for U-statistics
- Approximation Theorems of Mathematical Statistics
- Asymptotic distribution of symmetric statistics
- Asymptotic expansions for bivariate von Mises functionals
- Asymptotic expansions in the central limit theorem under moment conditions
- Edgeworth expansions and smoothness
- scientific article; zbMATH DE number 3517666 (Why is no real title available?)
- scientific article; zbMATH DE number 3312311 (Why is no real title available?)
- scientific article; zbMATH DE number 3421754 (Why is no real title available?)
- On Edgeworth expansions in Banach spaces
- Speeds of convergence and asymptotic expansions in the central limit theorem: A treatment by operators
- The asymptotic expansion of the statistical distribution of N. V. Smirnov
- Edgeworth expansions in very-high-dimensional problems
- Asymptotic expansions in the integral and local limit theorems in Banach spaces with applications to \(\omega\)-statistics
- \(U\)-statistics in Banach spaces
- Functional limit theorems for digital expansions
- Extended classical asymptotic expansions in the case of Gaussian limit distribution
- Asymptotic expansions of integral functionals of weakly correlated random processes
- Asymptotic expansions for functions of the increments of certain Gaussian processes
- Asymptotic analysis of symmetric functions
- Asymptotic expansions in the CLT in free probability
- scientific article; zbMATH DE number 1264677 (Why is no real title available?)
- A distributional theory for asymptotic expansions
- On properties of percentile bootstrap confidence intervals for prediction in functional linear regression
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