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The Empirical Edgeworth Expansion for a Studentized Trimmed Mean
Empirical Edgeworth expansions Studentized trimmed means
2011/7/5
We establish the validity of the empirical Edgeworth expansion (EE) for a studentized trimmed mean, under the sole condition that the underlying distribution function of the observations satisfies a l...
Slow convergence to normality: and Edgeworth expansion without third moment
Slow convergence to normality Edgeworth expansion without third moment
2009/9/22
Let F be a non-lattice distribution function which lies in
the domain of attraction of a normal distribution. Exact uniform convergence
rates are obtained for the convergence of the normalized parti...