Asymptotic expansions for conditional distributions

R. Michel

Journal of Multivariate Analysis, 1979, vol. 9, issue 3, 393-400

Abstract: It is shown that--under appropriate regularity conditions--the conditional distribution of the first p components of a normalized sum of i.i.d. m-dimensional random vectors, given the complementary subvector, admits a Chebyshev-Cramér asymptotic expansion of order o(n-(s-2)/2), uniformly over all Borelsets in p and uniformly in a region of the conditioning subvector that includes moderate deviations.

Keywords: asymptotic; expansions; conditional; distributions; Chebyshev-Cramer; expansion (search for similar items in EconPapers)
Date: 1979
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