On Edgeworth Expansions in Banach Spaces
Gotze, F.
Ann. Probab., Tome 9 (1981) no. 6, p. 852-859 / Harvested from Project Euclid
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In this paper we define a generalization of Edgeworth expansions for the expectation of functions of normalized sums of i.i.d. Banach space valued random vectors. These expansions are valid up to $0(n^{-(s - 2)/2})$ for functions with $3(s - 2)$ bounded Frechet derivatives and random vectors with finite $s^{th}$ absolute moment.
Publié le : 1981-10-14
Classification:  Edgeworth expansions,  Central Limit Theorem in Banach spaces,  62E20,  60B12 
@article{1176994312,
     author = {Gotze, F.},
     title = {On Edgeworth Expansions in Banach Spaces},
     journal = {Ann. Probab.},
     volume = {9},
     number = {6},
     year = {1981},
     pages = { 852-859},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176994312}
}

Gotze, F. On Edgeworth Expansions in Banach Spaces. Ann. Probab., Tome 9 (1981) no. 6, pp.  852-859. http://gdmltest.u-ga.fr/item/1176994312/