On moment conditions for valid formal Edgeworth expansions

Rabi N. Bhattacharya; J. K. Ghosh

doi:10.1016/0047-259X(88)90116-9

On moment conditions for valid formal Edgeworth expansions

Rabi N. Bhattacharya
, J. K. Ghosh

Research output: Contribution to journal › Article › peer-review

11 Scopus citations

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 language	English (US)
Pages (from-to)	68-79
Number of pages	12
Journal	Journal of Multivariate Analysis
Volume	27
Issue number	1
DOIs	https://doi.org/10.1016/0047-259X(88)90116-9
State	Published - Oct 1988
Externally published	Yes

Keywords

Asymptotic expansion
student's statistic

ASJC Scopus subject areas

Statistics and Probability
Numerical Analysis
Statistics, Probability and Uncertainty

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10.1016/0047-259X(88)90116-9

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title = "On moment conditions for valid formal Edgeworth expansions",

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.",

keywords = "Asymptotic expansion, student's statistic",

author = "Bhattacharya, \{Rabi N.\} and Ghosh, \{J. K.\}",

note = "Funding Information: Received February 16, 1988. Research supported by NSF Grant DMS 8503358. AMS 1980 subject classifications: Primary 60F05; Secondary 62E20. Key words and phrases: Asymptotic expansion, student{\textquoteright}s statistic. 68",

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AU - Bhattacharya, Rabi N.

AU - Ghosh, J. K.

N1 - Funding Information: Received February 16, 1988. Research supported by NSF Grant DMS 8503358. AMS 1980 subject classifications: Primary 60F05; Secondary 62E20. Key words and phrases: Asymptotic expansion, student’s statistic. 68

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N2 - 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.

AB - 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.

KW - Asymptotic expansion

KW - student's statistic

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JO - Journal of Multivariate Analysis

JF - Journal of Multivariate Analysis

IS - 1

ER -

On moment conditions for valid formal Edgeworth expansions

Abstract

Keywords

ASJC Scopus subject areas

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