A note on Edgeworth expansions for the lattice case

Gutti Jogesh Babu and Kesar Singh

Journal of Multivariate Analysis, 1989, vol. 30, issue 1, 27-33

Abstract: It is shown in this note that the one-term Edgeworth expansion for the standardized sample mean of n independent lattice random vectors when perturbed by a random variable (1/[radical sign]n) U is the same as in the strongly non-lattice case, where U is a bounded random variable depending only on a basis of the associated minimal lattice. An explicit form of U is given. Some applications to the studentized statistics are also given.

Keywords: Edgeworth; expansions; Lattice; random; vectors (search for similar items in EconPapers)
Date: 1989
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