Asymptotic expansions for conditional distributions

It is shown that--under appropriate regularity conditions--the conditional distribution of the first p components of a normalized sum of i.i.d. m-dimensional random vectors, given the complementary subvector, admits a Chebyshev-Cramér asymptotic expansion of order o(n-(s-2)/2), uniformly over all Borelsets in p and uniformly in a region of the conditioning subvector that includes moderate deviations.

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Year of publication:	1979
Authors:	Michel, R.
Published in:	Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 9.1979, 3, p. 393-400
Publisher:	Elsevier
Keywords:	asymptotic expansions conditional distributions Chebyshev-Cramer expansion

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005160636