A weak Cramér condition and application to Edgeworth expansions

DOI10.1214/17-EJP77zbMath1380.60027OpenAlexW2738311841MaRDI QIDQ2411849

Guillaume Poly, Jürgen Angst

Publication date: 25 October 2017

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.ejp/1500516021

zbMATH Keywords

Edgeworth expansionCramér conditionsmall ball estimate

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Characteristic functions; other transforms (60E10) Sums of independent random variables; random walks (60G50) Approximations to statistical distributions (nonasymptotic) (62E17)

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