Let $X$ be a random vector with at least one marginal having a lattice distribution. For a wide class of statistics which can be written as a function of means of independent copies of $X$, it is established in this article that the one-term Edgeworth expansion is typically the same as the usual one-term expansion in the pure nonlattice case.
Publié le : 1989-03-14
Classification:
Edgeworth expansions,
characteristic functions,
ratio estimators,
lattice distributions,
62E20
@article{1176347029,
author = {Babu, G. J. and Singh, K.},
title = {On Edgeworth Expansions in the Mixture Cases},
journal = {Ann. Statist.},
volume = {17},
number = {1},
year = {1989},
pages = { 443-447},
language = {en},
url = {http://dml.mathdoc.fr/item/1176347029}
}
Babu, G. J.; Singh, K. On Edgeworth Expansions in the Mixture Cases. Ann. Statist., Tome 17 (1989) no. 1, pp. 443-447. http://gdmltest.u-ga.fr/item/1176347029/