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Asymptotic expansion student's statistic 1
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Bhattacharya, Rabi N. 1 Ghosh, J. K. 1
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Journal of Multivariate Analysis 1
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On moment conditions for valid formal Edgeworth expansions
Bhattacharya, Rabi N.; Ghosh, J. K. - In: Journal of Multivariate Analysis 27 (1988) 1, pp. 68-79
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...
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