Given a sequence X1,X2,…,Xn of m-dependent random variables with moments of order 3+α (0<α≦1), we give an Edgeworth expansion of the distribution of Sσ−1(S=X1+X2+…+Xn, σ2=ES2) under the assumption that E[exp(it Sσ1)] is small away from the origin. The result is of the best possible order
Much effort has been devoted to deriving Edgeworth expansions for various classes of statistics that...
Let and be independent n×n complex matrices with elements i.i.d. as X1+iX2 and Y1+iY2, respectively,...
AbstractWe consider the first-order Edgeworth expansion for summands related to a homogeneous Markov...
We derive the Edgeworth expansion to order n-1 of the cumulative distribution function of the studen...
AbstractWe consider the asymptotic expansions for the distribution of the von Mises statistical func...
We present necessary and sufficient conditions of Edgeworth expansion for distributions of extreme v...
We derive the Edgeworth expansion to order n-1 of the cumulative distribution function of the studen...
Bloznelis M, Götze F. Edgeworth approximations for distributions of symmetric statistics. Probabilit...
Consider a linear regression model y 1 = x 1β + u 1, where the u 1'S afe weakly dependent random var...
Edgeworth approximations for multivariate U-statistics hold up to the order o(n-1/2) under moment co...
Let {Yn}n≥ 1 be a sequence of i.i.d. m-dimensional random vectors, and let f1,....., fk be rea...
Chistyakov G, Götze F. Asymptotic expansions in the CLT in free probability. Probability Theory And ...
We give a stochastic expansion for estimates $\widehat{\theta}$ that minimise the arithmetic mean of...
Under the condition of second order generalized regular variation, the asymptotic expansions for the...
This thesis is focused around Edgeworth's expansion for approximation of distribution for parameter ...
Much effort has been devoted to deriving Edgeworth expansions for various classes of statistics that...
Let and be independent n×n complex matrices with elements i.i.d. as X1+iX2 and Y1+iY2, respectively,...
AbstractWe consider the first-order Edgeworth expansion for summands related to a homogeneous Markov...
We derive the Edgeworth expansion to order n-1 of the cumulative distribution function of the studen...
AbstractWe consider the asymptotic expansions for the distribution of the von Mises statistical func...
We present necessary and sufficient conditions of Edgeworth expansion for distributions of extreme v...
We derive the Edgeworth expansion to order n-1 of the cumulative distribution function of the studen...
Bloznelis M, Götze F. Edgeworth approximations for distributions of symmetric statistics. Probabilit...
Consider a linear regression model y 1 = x 1β + u 1, where the u 1'S afe weakly dependent random var...
Edgeworth approximations for multivariate U-statistics hold up to the order o(n-1/2) under moment co...
Let {Yn}n≥ 1 be a sequence of i.i.d. m-dimensional random vectors, and let f1,....., fk be rea...
Chistyakov G, Götze F. Asymptotic expansions in the CLT in free probability. Probability Theory And ...
We give a stochastic expansion for estimates $\widehat{\theta}$ that minimise the arithmetic mean of...
Under the condition of second order generalized regular variation, the asymptotic expansions for the...
This thesis is focused around Edgeworth's expansion for approximation of distribution for parameter ...
Much effort has been devoted to deriving Edgeworth expansions for various classes of statistics that...
Let and be independent n×n complex matrices with elements i.i.d. as X1+iX2 and Y1+iY2, respectively,...
AbstractWe consider the first-order Edgeworth expansion for summands related to a homogeneous Markov...
DOI
Add to ORKG