✦ LIBER ✦

Asymptotic expansions of densities of sums of random vectors without third moment

✍ Scribed by Liang Peng

Publisher: Elsevier Science
Year: 2002
Tongue: English
Weight: 104 KB
Volume: 58
Category: Article
ISSN: 0167-7152
DOI: 10.1016/s0167-7152(02)00121-9

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✦ Synopsis

Asymptotic expansions of densities of the normalized sums of random vectors with at least ÿnite third moment have been studied extensively (Normal Approximation and Asymptotic expansions. Wiley, New York.). In this note, we obtain the asymptotic expansions of densities of the normalized sums of i.i.d. random vectors with regularly varying density with index between 4 and 5, which implies that third moment is inÿnite.

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