On moment conditions for valid formal Edgeworth expansions

Rabi N. Bhattacharya and J. K. Ghosh

Journal of Multivariate Analysis, 1988, vol. 27, issue 1, 68-79

Abstract: The validity of formal Edgeworth expansions for statistics which are functions of sample averages was established in [2], Ann. Statist.6 434-451) under a moment condition which is sometimes too severe. In this article this moment condition is relaxed. Two examples of [6 and 7], Ann. Probab.15 920-931) are discussed in this context.

Keywords: Asymptotic; expansion; student's; statistic (search for similar items in EconPapers)
Date: 1988
References: Add references at CitEc
Citations: View citations in EconPapers (2)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/0047-259X(88)90116-9
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:jmvana:v:27:y:1988:i:1:p:68-79

Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

Access Statistics for this article

Journal of Multivariate Analysis is currently edited by de Leeuw, J.

More articles in Journal of Multivariate Analysis from Elsevier
Bibliographic data for series maintained by Catherine Liu ().