Summary
Validity of the formal Edgeworth expansion for the distribution of the statistic √ng(X n /n, Y n /n) is considered. Here X n is a continuous variate and Y n is a discrete variate. In general if (X n , Y n ) 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.
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Jensen, J.L. Validity of the formal Edgeworth expansion when the underlying distribution is partly discrete. Probab. Th. Rel. Fields 81, 507–519 (1989). https://doi.org/10.1007/BF00367300
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DOI: https://doi.org/10.1007/BF00367300
Keywords
- Continuous Variate
- Stochastic Process
- Partial Derivative
- Probability Theory
- Statistical Theory