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Validity of the formal Edgeworth expansion when the underlying distribution is partly discrete

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Validity of the formal Edgeworth expansion for the distribution of the statistic √ng(Xn/n, Yn/n) is considered. Here Xn is a continuous variate and Yn is a discrete variate. In general if (Xn, Yn) resemble the sum of i.i.d. variables and the partial derivative of g with respect to the first variable has full rank it is possible to establish an Edgeworth expansion. © 1989 Springer-Verlag.
TidsskriftProbability Theory and Related Fields
Sider (fra-til)507-519
Antal sider13
StatusUdgivet - 1989

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