Edgeworth expansions for statistics which are functions of lattice and non-lattice variables

Gutti Jogesh Babu

Statistics & Probability Letters, 1991, vol. 12, issue 1, 1-7

Abstract: Let G be a distribution function on 1 such that the (k + 1)th marginal is lattice. Let Zn denote the sampe mean of n independent observations from G. For s [greater-or-equal, slanted] 3, the s-term Edgeworth expansions are obtained for a wide class of statistics which are smooth functions of Zn. The result is then applied to a statistic similar to the Student's t-statistic, where the scaling factor, the sample standard deviation is replaced by the more robust mean absolute deviation.

Keywords: Cramers; condition; mean; absolute; deviation; lattice; distributions; Edgeworth; expansions. (search for similar items in EconPapers)
Date: 1991
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