On Edgeworth Expansion and Moving Block
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Soumendra Nath Lahiri
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Article
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1996
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Elsevier Science
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English
⚖ 870 KB
where x i 's are known p\_1 vectors, ; is a p\_1 vector of parameters, and = 1 , = 2 , ... are stationary, strongly mixing random variables. Let ; n denote an M-estimator of ; corresponding to some score function . Under some conditions on , x i 's and = i 's, a two-term Edgeworth expansion for Stud