On moment conditions for valid formal Edgeworth expansions

The validity of formal Edgeworth expansions for statistics which are functions of sample averages was established in [2], Ann. Statist.6 434-451) under a moment condition which is sometimes too severe. In this article this moment condition is relaxed. Two examples of [6 and 7], Ann. Probab.15 920-931) are discussed in this context.

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Year of publication:	1988
Authors:	Bhattacharya, Rabi N. ; Ghosh, J. K.
Published in:	Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 27.1988, 1, p. 68-79
Publisher:	Elsevier
Subject:	Asymptotic expansion student's statistic

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

Persistent link: https://www.econbiz.de/10005006490