On moment conditions for valid formal Edgeworth expansions

DOI10.1016/0047-259X(88)90116-9zbMath0672.62030MaRDI QIDQ1120213

Rabi N. Bhattacharya, Jayanta K. Ghosh

Publication date: 1988

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

zbMATH Keywords

asymptotic expansionconditional distributionformal Edgeworth expansionsfunctions of sample averagesrelaxation of the moment conditionsStudent statistics

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05)

Related Items (6)

An asymptotic expansion for the distribution of Hotelling's \(T^ 2\)-statistic under nonnormality ⋮ Asymptotic expansions of the null distributions of some test statistics for profile analysis in general distributions ⋮ A Measure of Multivariate Kurtosis with Principal Components ⋮ On improving the robustness and reliability of Rao's score test ⋮ An Asymptotic Expansion of the Distribution of Hotelling'sT²-Statistic Under General Distributions ⋮ An application of Lévy's inversion formula for higher order asymptotic expansion

Cites Work

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• Edgeworth expansion for Student's t statistic under minimal moment conditions
• Chi squared approximations to the distribution of a sum of independent random variables
• On the validity of the formal Edgeworth expansion
• Asymptotic Expansion for the Distribution of a Statistic Admitting a Stochastic Expansion. II

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