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Edgeworth expansions in Gaussian autoregression

✍ Scribed by Patrick Marsh


Book ID
104301584
Publisher
Elsevier Science
Year
2001
Tongue
English
Weight
119 KB
Volume
54
Category
Article
ISSN
0167-7152

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Edgeworth expansions in very-high-dimens
✍ Niall H. Anderson; Peter Hall; D.M. Titterington πŸ“‚ Article πŸ“… 1998 πŸ› Elsevier Science 🌐 English βš– 725 KB

Edgeworth expansions are derived for sums of independent p-vectors, where p increases with sample size. Regularity conditions are imposed on the rate at which p may increase, and on the smoothness of marginal distributions of vector components. The effect of set type on the sizes of terms in expansi