A uniform-in-P Edgeworth expansion under weak Cramér conditions
نویسندگان
چکیده
منابع مشابه
Edgeworth Expansion for U -statistics under Minimal Conditions by Bing-yi Jing
It is well known that Gn(x) converges to the standard normal distribution function, (x), provided Eh(X1,X2) <∞ [see Hoeffding (1948)]. In fact, this moment condition can further be reduced to Eg(X1) <∞ and E|h(X1,X2)|4/3 <∞; see Remark 4.2.4 of Koroljuk and Borovskich [(1994), page 131]. In recent years, there has been considerable interest in obtaining rates of convergence in the asymptotic no...
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ژورنال
عنوان ژورنال: Statistics
سال: 2020
ISSN: 0233-1888,1029-4910
DOI: 10.1080/02331888.2020.1830094