On moment conditions for valid formal Edgeworth expansions

Rabi N. Bhattacharya, J. K. Ghosh

Research output: Contribution to journalArticlepeer-review

9 Scopus citations


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
Issue number1
StatePublished - Oct 1988
Externally publishedYes


  • Asymptotic expansion
  • student's statistic

ASJC Scopus subject areas

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


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