Non-uniform bounds in local limit theorems in case of fractional moments. I

S. G. Bobkov; G. P. Chistyakov; F. Götze

doi:10.3103/S106653071103001X

Non-uniform bounds in local limit theorems in case of fractional moments. I

S. G. Bobkov, G. P. Chistyakov, F. Götze

School of Mathematics

Research output: Contribution to journal › Article › peer-review

7 Scopus citations

Abstract

Edgeworth-type expansions for convolutions of probability densities and powers of the characteristic functions with non-uniform error terms are established for i. i. d. random variables with finite (fractional) moments of order s ≥ 2, where s may be noninteger.

Original language	English (US)
Pages (from-to)	171-191
Number of pages	21
Journal	Mathematical Methods of Statistics
Volume	20
Issue number	3
DOIs	https://doi.org/10.3103/S106653071103001X
State	Published - Sep 2011

Bibliographical note

Copyright:
Copyright 2012 Elsevier B.V., All rights reserved.

Keywords

Edgeworth expansion
central limit theorem
fractional derivatives

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10.3103/S106653071103001X

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title = "Non-uniform bounds in local limit theorems in case of fractional moments. I",

abstract = "Edgeworth-type expansions for convolutions of probability densities and powers of the characteristic functions with non-uniform error terms are established for i. i. d. random variables with finite (fractional) moments of order s ≥ 2, where s may be noninteger.",

keywords = "Edgeworth expansion, central limit theorem, fractional derivatives",

author = "Bobkov, {S. G.} and Chistyakov, {G. P.} and F. G{\"o}tze",

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AU - Götze, F.

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KW - central limit theorem

KW - fractional derivatives

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Non-uniform bounds in local limit theorems in case of fractional moments. I

Abstract

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Keywords

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