Mixtures of Global and Local Edgeworth E
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Gutti Jogesh Babu; Z.D. Bai
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Article
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1996
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Elsevier Science
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English
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Edgeworth expansions which are local in one coordinate and global in the rest of the coordinates are obtained for sums of independent but not identically distributed random vectors. Expansions for conditional probabilities are deduced from these. Both lattice and continuous conditioning variables ar