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.
Bibliographical noteFunding Information:
Research was partially supported by NSF grant and SFB 701.
- Edgeworth expansion
- central limit theorem
- fractional derivatives