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)|
|Number of pages||21|
|Journal||Mathematical Methods of Statistics|
|State||Published - Sep 2011|
Copyright 2012 Elsevier B.V., All rights reserved.
- Edgeworth expansion
- central limit theorem
- fractional derivatives