Tilted Edgeworth Expansions for Asymptotically Normal Vectors
نویسندگان
چکیده
We obtain the Edgeworth expansion for P (n1/2(θ̂− θ) < x) and its derivatives, and the tilted Edgeworth (or saddlepoint or small sample) expansion for P (θ̂ < x) and its derivatives where θ̂ is any vector estimate having the standard cumulant expansions in powers of n−1. AMS 2000 Subject Classification: Primary 60F10; Secondary 62F05.
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