Edgeworth expansions in very-high-dimensional problems

✍ Scribed by Niall H. Anderson; Peter Hall; D.M. Titterington

• Book ID: 104340524
• Publisher: Elsevier Science
• Year: 1998
• Tongue: English
• Weight: 725 KB
• Volume: 70
• Category: Article
• ISSN: 0378-3758
• DOI: 10.1016/s0378-3758(97)00171-7

✦ Synopsis

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 expansions is discussed. The results are applied to a problem in functional data analysis, which has attracted recent attention. (~) 1998 Elsevier Science B.V. All rights reserved.