Edgeworth Expansion for Student's $t$ Statistic Under Minimal Moment Conditions
Hall, Peter
Ann. Probab., Tome 15 (1987) no. 4, p. 920-931 / Harvested from Project Euclid
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Recent advances in the theory of Edgeworth expansion allow rigorous estimation of remainder terms, under explicit regularity conditions. However, even in the important case of Student's $t$ statistic, the moment conditions required are unrealistically stringent. In this note we relax those conditions to the minimum needed to define terms in the Edgeworth expansion.
Publié le : 1987-07-14
Classification:  Edgeworth expansion,  moment conditions,  $t$ statistic,  60E05,  60F05 
@article{1176992073,
     author = {Hall, Peter},
     title = {Edgeworth Expansion for Student's $t$ Statistic Under Minimal Moment Conditions},
     journal = {Ann. Probab.},
     volume = {15},
     number = {4},
     year = {1987},
     pages = { 920-931},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176992073}
}

Hall, Peter. Edgeworth Expansion for Student's $t$ Statistic Under Minimal Moment Conditions. Ann. Probab., Tome 15 (1987) no. 4, pp.  920-931. http://gdmltest.u-ga.fr/item/1176992073/