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On edgeworth expansions for dependency-neighborhoods chain structures with strong mixing characteristics
V. I. Rotar'ab a Central Economics and Mathematics Institute, RAS
b San Diego State University
Abstract:
Let $W$ be the sum of dependent random variables, and let $h(x)$ be a function. This paper modifies results of [Y. Rinott and V. I. Rotar, Probab. Theory Related Fields, 126 (2003), pp. 528–570] concerning Edgeworth expansions for $\mathbf E\{h(W)\}$ in the case of the so-called dependency-neighborhoods structures. The most typical example of such structures is mixing on graphs. The main improvement consists in the replacement of $\phi$-mixing dependency characteristics by those of strong (or $\alpha$-) mixing, which essentially widens the possibilities of applications. Another improvement concerns the smoothness conditions. We show how conditions on the smoothness of $h$ may be replaced by conditions on the smoothness of the distribution of $W$.
Received: 11.06.2005
Citation:
V. I. Rotar', “On edgeworth expansions for dependency-neighborhoods chain structures with strong mixing characteristics”, Teor. Veroyatnost. i Primenen., 52:1 (2007), 21–40; Theory Probab. Appl., 52:1 (2008), 108–124
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https://www.mathnet.ru/eng/tvp2https://doi.org/10.4213/tvp2 https://www.mathnet.ru/eng/tvp/v52/i1/p21
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Abstract page: | 422 | Full-text PDF : | 169 | References: | 74 | First page: | 17 |
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