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

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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.

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References

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Correspondence to S. G. Bobkov.

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Bobkov, S.G., Chistyakov, G.P. & Götze, F. Non-uniform bounds in local limit theorems in case of fractional moments. II. Math. Meth. Stat. 20, 269–287 (2011). https://doi.org/10.3103/S1066530711040016

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  • DOI: https://doi.org/10.3103/S1066530711040016

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