An $L_1$-smoothing lemma is used to prove an $L_1$ version of the Chebyshev-Cramer asymptotic expansion for independent (identically distributed) random variables. The conditions imposed are exactly those demanded for the $L_\infty$ version.
Publié le : 1973-04-14
Classification:
Chebyshev-Cramer asymptotic expansions,
$L_p$-norm of error,
$L_1$-smoothing lemma,
60F99,
60E05
@article{1176996993,
author = {Erickson, R. V.},
title = {On $L\_p$ Chebyshev-Cramer Asymptotic Expansions},
journal = {Ann. Probab.},
volume = {1},
number = {5},
year = {1973},
pages = { 355-361},
language = {en},
url = {http://dml.mathdoc.fr/item/1176996993}
}
Erickson, R. V. On $L_p$ Chebyshev-Cramer Asymptotic Expansions. Ann. Probab., Tome 1 (1973) no. 5, pp. 355-361. http://gdmltest.u-ga.fr/item/1176996993/