On moment conditions for valid formal Edgeworth expansions

Research output: Contribution to journalArticle

9 Citations (Scopus)

Abstract

The validity of formal Edgeworth expansions for statistics which are functions of sample averages was established in R. N. Bhattacharya and J. K. Ghosh (1978, 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 P. Hall (1983, Ann. Probab.11 1028-1036; 1987, Ann. Probab.15 920-931) are discussed in this context.

Original languageEnglish (US)
Pages (from-to)68-79
Number of pages12
JournalJournal of Multivariate Analysis
Volume27
Issue number1
DOIs
StatePublished - 1988
Externally publishedYes

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Edgeworth Expansion
Moment Conditions
Statistics
Valid
Moment conditions
Edgeworth expansion
Context

Keywords

  • Asymptotic expansion
  • student's statistic

ASJC Scopus subject areas

  • Statistics, Probability and Uncertainty
  • Numerical Analysis
  • Statistics and Probability

Cite this

On moment conditions for valid formal Edgeworth expansions. / Bhattacharya, Rabindra N; Ghosh, J. K.

In: Journal of Multivariate Analysis, Vol. 27, No. 1, 1988, p. 68-79.

Research output: Contribution to journalArticle

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