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A Note on Edgeworth Expansion

open access: yesAsian Research Journal of Mathematics, 2016
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ESICM LIVES 2020. [PDF]

open access: yesIntensive Care Med Exp, 2020
europepmc   +1 more source

A Theorem of Validity for Edgeworth Expansions

Econometrica, 1986
A method for approximating the exact densities of the estimators by Edgeworth expansion is derived and applied to an autoregressive equation which frequently arises in economic models. Let c(p,T) be a vector of statistics where p denotes the sample moments and T the sample size.
Sargan, J D, Satchell, S E
openaire   +2 more sources

Edgeworth expansions in Gaussian autoregression [PDF]

open access: possibleStatistics & Probability Letters, 2001
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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On Multivariate Edgeworth Expansions

International Statistical Review / Revue Internationale de Statistique, 1986
In this paper general conditions are given for the validity of multivariate Edgeworth expansions for a sequence of random vectors. The main difference between the author's approach and the classical one [see, e.g., the monograph by \textit{R. N. Bhattacharya} and \textit{R. R.
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