Edgeworth expansions for triangular arrays

The Edgeworth expansion techniques are used to develop asymptotic expansions that approximate the distribution function for a general class of statistics, appearing as sums or appropriately smooth functions of sums of i.i.d. and non-lattice random vectors, under Cramér's condition and the exist...

Ausführliche Beschreibung

Gespeichert in:
Bibliographische Detailangaben
Veröffentlicht in:Communications in statistics. Theory and methods 1998-01, Vol.27 (3), p.705-722
1. Verfasser: García-Soidán, Pilar H
Format: Artikel
Sprache:eng
Schlagworte:
Online-Zugang:Volltext
Tags: Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!
container_end_page 722
container_issue 3
container_start_page 705
container_title Communications in statistics. Theory and methods
container_volume 27
creator García-Soidán, Pilar H
description The Edgeworth expansion techniques are used to develop asymptotic expansions that approximate the distribution function for a general class of statistics, appearing as sums or appropriately smooth functions of sums of i.i.d. and non-lattice random vectors, under Cramér's condition and the existence of moments up to a certain order. To mimic this technique in the context of triangular arrays, the requirements to guarantee the existence of asymptotic expansions shall take into account the dependence on the sample size n of the distribution function of the random vectors in this context; in particular, the traditional Cramir's condition will be replaced by a modified version, in terms of n, as suggested in Hall (1991) for kernel-type density estimation. Formal expansions will be derived if enough order moments are bounded, paying particular attention to the second order moments.
doi_str_mv 10.1080/03610929808832122
format Article
fullrecord <record><control><sourceid>pascalfrancis_cross</sourceid><recordid>TN_cdi_pascalfrancis_primary_2205282</recordid><sourceformat>XML</sourceformat><sourcesystem>PC</sourcesystem><sourcerecordid>2205282</sourcerecordid><originalsourceid>FETCH-LOGICAL-c325t-e2172537565ba16855a619eea1cdd67476df37897c17564a92dc978857b60133</originalsourceid><addsrcrecordid>eNqFj01Lw0AQQBdRMFZ_gLccPAnRnd3sF3iRUj-g4KUHb2G62dRImpTdiM2_d0PUSxFPc5j3hnmEXAK9AarpLeUSqGFGU605A8aOSAKCsywH8XpMknGfRUCekrMQ3ikFoTRPyPWi3LjPzvdvqdvvsA1114a06nza-xrbzUeDPkXvcQjn5KTCJriL7zkjq4fFav6ULV8en-f3y8xyJvrMMVBMcCWkWCNILQRKMM4h2LKUKleyrLjSRlmITI6GldYorYVaSwqczwhMZ63vQvCuKna-3qIfCqDF2FoctEbnanJ2GCw2lcfW1uFXZIwKpkdMTVjdxsItxu6mLHocms7_OAfHi37fR_PuX5P__d8XxDJ3JA</addsrcrecordid><sourcetype>Aggregation Database</sourcetype><iscdi>true</iscdi><recordtype>article</recordtype></control><display><type>article</type><title>Edgeworth expansions for triangular arrays</title><source>Taylor &amp; Francis Journals Complete</source><creator>García-Soidán, Pilar H</creator><creatorcontrib>García-Soidán, Pilar H</creatorcontrib><description>The Edgeworth expansion techniques are used to develop asymptotic expansions that approximate the distribution function for a general class of statistics, appearing as sums or appropriately smooth functions of sums of i.i.d. and non-lattice random vectors, under Cramér's condition and the existence of moments up to a certain order. To mimic this technique in the context of triangular arrays, the requirements to guarantee the existence of asymptotic expansions shall take into account the dependence on the sample size n of the distribution function of the random vectors in this context; in particular, the traditional Cramir's condition will be replaced by a modified version, in terms of n, as suggested in Hall (1991) for kernel-type density estimation. Formal expansions will be derived if enough order moments are bounded, paying particular attention to the second order moments.</description><identifier>ISSN: 0361-0926</identifier><identifier>EISSN: 1532-415X</identifier><identifier>DOI: 10.1080/03610929808832122</identifier><identifier>CODEN: CSTMDC</identifier><language>eng</language><publisher>Philadelphia, PA: Marcel Dekker, Inc</publisher><subject>Cramér' condition: non lattice random vector ; Distribution theory ; Exact sciences and technology ; Mathematics ; Nonparametric inference ; Probability and statistics ; Sciences and techniques of general use ; Statistics</subject><ispartof>Communications in statistics. Theory and methods, 1998-01, Vol.27 (3), p.705-722</ispartof><rights>Copyright Taylor &amp; Francis Group, LLC 1998</rights><rights>1998 INIST-CNRS</rights><lds50>peer_reviewed</lds50><woscitedreferencessubscribed>false</woscitedreferencessubscribed><cites>FETCH-LOGICAL-c325t-e2172537565ba16855a619eea1cdd67476df37897c17564a92dc978857b60133</cites></display><links><openurl>$$Topenurl_article</openurl><openurlfulltext>$$Topenurlfull_article</openurlfulltext><thumbnail>$$Tsyndetics_thumb_exl</thumbnail><linktopdf>$$Uhttps://www.tandfonline.com/doi/pdf/10.1080/03610929808832122$$EPDF$$P50$$Ginformaworld$$H</linktopdf><linktohtml>$$Uhttps://www.tandfonline.com/doi/full/10.1080/03610929808832122$$EHTML$$P50$$Ginformaworld$$H</linktohtml><link.rule.ids>314,780,784,4024,27923,27924,27925,59647,60436</link.rule.ids><backlink>$$Uhttp://pascal-francis.inist.fr/vibad/index.php?action=getRecordDetail&amp;idt=2205282$$DView record in Pascal Francis$$Hfree_for_read</backlink></links><search><creatorcontrib>García-Soidán, Pilar H</creatorcontrib><title>Edgeworth expansions for triangular arrays</title><title>Communications in statistics. Theory and methods</title><description>The Edgeworth expansion techniques are used to develop asymptotic expansions that approximate the distribution function for a general class of statistics, appearing as sums or appropriately smooth functions of sums of i.i.d. and non-lattice random vectors, under Cramér's condition and the existence of moments up to a certain order. To mimic this technique in the context of triangular arrays, the requirements to guarantee the existence of asymptotic expansions shall take into account the dependence on the sample size n of the distribution function of the random vectors in this context; in particular, the traditional Cramir's condition will be replaced by a modified version, in terms of n, as suggested in Hall (1991) for kernel-type density estimation. Formal expansions will be derived if enough order moments are bounded, paying particular attention to the second order moments.</description><subject>Cramér' condition: non lattice random vector</subject><subject>Distribution theory</subject><subject>Exact sciences and technology</subject><subject>Mathematics</subject><subject>Nonparametric inference</subject><subject>Probability and statistics</subject><subject>Sciences and techniques of general use</subject><subject>Statistics</subject><issn>0361-0926</issn><issn>1532-415X</issn><fulltext>true</fulltext><rsrctype>article</rsrctype><creationdate>1998</creationdate><recordtype>article</recordtype><recordid>eNqFj01Lw0AQQBdRMFZ_gLccPAnRnd3sF3iRUj-g4KUHb2G62dRImpTdiM2_d0PUSxFPc5j3hnmEXAK9AarpLeUSqGFGU605A8aOSAKCsywH8XpMknGfRUCekrMQ3ikFoTRPyPWi3LjPzvdvqdvvsA1114a06nza-xrbzUeDPkXvcQjn5KTCJriL7zkjq4fFav6ULV8en-f3y8xyJvrMMVBMcCWkWCNILQRKMM4h2LKUKleyrLjSRlmITI6GldYorYVaSwqczwhMZ63vQvCuKna-3qIfCqDF2FoctEbnanJ2GCw2lcfW1uFXZIwKpkdMTVjdxsItxu6mLHocms7_OAfHi37fR_PuX5P__d8XxDJ3JA</recordid><startdate>19980101</startdate><enddate>19980101</enddate><creator>García-Soidán, Pilar H</creator><general>Marcel Dekker, Inc</general><general>Taylor &amp; Francis</general><scope>IQODW</scope><scope>AAYXX</scope><scope>CITATION</scope></search><sort><creationdate>19980101</creationdate><title>Edgeworth expansions for triangular arrays</title><author>García-Soidán, Pilar H</author></sort><facets><frbrtype>5</frbrtype><frbrgroupid>cdi_FETCH-LOGICAL-c325t-e2172537565ba16855a619eea1cdd67476df37897c17564a92dc978857b60133</frbrgroupid><rsrctype>articles</rsrctype><prefilter>articles</prefilter><language>eng</language><creationdate>1998</creationdate><topic>Cramér' condition: non lattice random vector</topic><topic>Distribution theory</topic><topic>Exact sciences and technology</topic><topic>Mathematics</topic><topic>Nonparametric inference</topic><topic>Probability and statistics</topic><topic>Sciences and techniques of general use</topic><topic>Statistics</topic><toplevel>peer_reviewed</toplevel><toplevel>online_resources</toplevel><creatorcontrib>García-Soidán, Pilar H</creatorcontrib><collection>Pascal-Francis</collection><collection>CrossRef</collection><jtitle>Communications in statistics. Theory and methods</jtitle></facets><delivery><delcategory>Remote Search Resource</delcategory><fulltext>fulltext</fulltext></delivery><addata><au>García-Soidán, Pilar H</au><format>journal</format><genre>article</genre><ristype>JOUR</ristype><atitle>Edgeworth expansions for triangular arrays</atitle><jtitle>Communications in statistics. Theory and methods</jtitle><date>1998-01-01</date><risdate>1998</risdate><volume>27</volume><issue>3</issue><spage>705</spage><epage>722</epage><pages>705-722</pages><issn>0361-0926</issn><eissn>1532-415X</eissn><coden>CSTMDC</coden><abstract>The Edgeworth expansion techniques are used to develop asymptotic expansions that approximate the distribution function for a general class of statistics, appearing as sums or appropriately smooth functions of sums of i.i.d. and non-lattice random vectors, under Cramér's condition and the existence of moments up to a certain order. To mimic this technique in the context of triangular arrays, the requirements to guarantee the existence of asymptotic expansions shall take into account the dependence on the sample size n of the distribution function of the random vectors in this context; in particular, the traditional Cramir's condition will be replaced by a modified version, in terms of n, as suggested in Hall (1991) for kernel-type density estimation. Formal expansions will be derived if enough order moments are bounded, paying particular attention to the second order moments.</abstract><cop>Philadelphia, PA</cop><pub>Marcel Dekker, Inc</pub><doi>10.1080/03610929808832122</doi><tpages>18</tpages></addata></record>
fulltext fulltext
identifier ISSN: 0361-0926
ispartof Communications in statistics. Theory and methods, 1998-01, Vol.27 (3), p.705-722
issn 0361-0926
1532-415X
language eng
recordid cdi_pascalfrancis_primary_2205282
source Taylor & Francis Journals Complete
subjects Cramér' condition: non lattice random vector
Distribution theory
Exact sciences and technology
Mathematics
Nonparametric inference
Probability and statistics
Sciences and techniques of general use
Statistics
title Edgeworth expansions for triangular arrays
url https://sfx.bib-bvb.de/sfx_tum?ctx_ver=Z39.88-2004&ctx_enc=info:ofi/enc:UTF-8&ctx_tim=2025-01-06T15%3A46%3A25IST&url_ver=Z39.88-2004&url_ctx_fmt=infofi/fmt:kev:mtx:ctx&rfr_id=info:sid/primo.exlibrisgroup.com:primo3-Article-pascalfrancis_cross&rft_val_fmt=info:ofi/fmt:kev:mtx:journal&rft.genre=article&rft.atitle=Edgeworth%20expansions%20for%20triangular%20arrays&rft.jtitle=Communications%20in%20statistics.%20Theory%20and%20methods&rft.au=Garc%C3%ADa-Soid%C3%A1n,%20Pilar%20H&rft.date=1998-01-01&rft.volume=27&rft.issue=3&rft.spage=705&rft.epage=722&rft.pages=705-722&rft.issn=0361-0926&rft.eissn=1532-415X&rft.coden=CSTMDC&rft_id=info:doi/10.1080/03610929808832122&rft_dat=%3Cpascalfrancis_cross%3E2205282%3C/pascalfrancis_cross%3E%3Curl%3E%3C/url%3E&disable_directlink=true&sfx.directlink=off&sfx.report_link=0&rft_id=info:oai/&rft_id=info:pmid/&rfr_iscdi=true