BoundEdgeworth
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Software:96849
CRANBoundEdgeworthMaRDI QIDQ96849FDOQ96849
Bound on the Error of the First-Order Edgeworth Expansion
Yannick Guyonvarch, Alexis Derumigny, Lucas Girard
Last update: 16 June 2023
Copyright license: GNU General Public License, version 3.0
Software version identifier: 0.1.1, 0.1.2.1
Computes uniform bounds on the distance between the cumulative distribution function of a standardized sum of random variables and its first-order Edgeworth expansion, following the article Derumigny, Girard, Guyonvarch (2021) <arXiv:2101.05780>.
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