EDGEWORTH EXPANSION OF A FUNCTION OF SAMPLE MEANS
成果类型：
Article
署名作者：
BAI, ZD; RAO, CR
署名单位：
Pennsylvania Commonwealth System of Higher Education (PCSHE); Pennsylvania State University; Pennsylvania State University - University Park
刊物名称：
ANNALS OF STATISTICS
ISSN/ISSBN：
0090-5364
DOI：
10.1214/aos/1176348250
发表日期：
1991
页码：
1295-1315
关键词：
摘要：
Many important statistics can be written as functions of sample means of vector variables. A fundamental contribution to the Edgeworth expansion for functions of sample means was made by Bhattacharya and Ghosh. In their work the crucial Cramer c-condition is assumed on the joint distribution of all the components of the vector variable. However, in many practical situations, only one or a few of the components satisfy (conditionally) this condition while the rest do not (such a case is referred to as satisfying the partial Cramer c-condition). The purpose of this paper is to establish Edgeworth expansions for functions of sample means when only the partial Cramer c-condition is satisfied.