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Teoriya Veroyatnostei i ee Primeneniya, 1972, Volume 17, Issue 4, Pages 658–668 (Mi tvp4319)  

This article is cited in 42 scientific papers (total in 42 papers)

An asymptotic expansion for the distribution of a statistic admitting an asymptotic expansion

D. M. Chibisov

Moscow
Abstract: Let $\mathbf{X}_i$, $i=1,\dots,n$ be $p$-dimensional independent identically distributed random vectors and $\mathbf{S}_n=n^{-1/2}\sum\mathbf{X}_i$. Let $\mathbf{H}_0(\mathbf{x})$ be a linear function from $R^p$ into $R^s$, $s\leq p$, and $\mathbf{H}_j(\mathbf{x})=(H_{j1}(\mathbf{x}),\dots,H_{js}(\mathbf{x}))$, $j=1,\dots,k$, where $\mathbf{H}_{jl}(\mathbf{x})$, $\mathbf{x}\in R^p$, $l=1,\dots,s$, are polinomials. For the distribution of
\begin{equation} \mathbf{Z}_n=\mathbf{H}_0(\mathbf{S}_n)+\sum_{j=1}^k n^{-j/2}\mathbf{H}_j(\mathbf{S}_n) \tag{1} \end{equation}
an asymptotic expansion of the Edgeworth type is obtained. A modification of this result is given for the case when the right hand side of (1) contains a remainder term converging to zero at a certain rate.
Received: 07.10.1971
English version:
Theory of Probability and its Applications, 1973, Volume 17, Issue 4, Pages 620–630
DOI: https://doi.org/10.1137/1117075
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: D. M. Chibisov, “An asymptotic expansion for the distribution of a statistic admitting an asymptotic expansion”, Teor. Veroyatnost. i Primenen., 17:4 (1972), 658–668; Theory Probab. Appl., 17:4 (1973), 620–630
Citation in format AMSBIB
\Bibitem{Chi72}
\by D.~M.~Chibisov
\paper An asymptotic expansion for the distribution of a statistic admitting an asymptotic expansion
\jour Teor. Veroyatnost. i Primenen.
\yr 1972
\vol 17
\issue 4
\pages 658--668
\mathnet{http://mi.mathnet.ru/tvp4319}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=323007}
\zmath{https://zbmath.org/?q=an:0279.60018}
\transl
\jour Theory Probab. Appl.
\yr 1973
\vol 17
\issue 4
\pages 620--630
\crossref{https://doi.org/10.1137/1117075}
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  • https://www.mathnet.ru/eng/tvp/v17/i4/p658
  • This publication is cited in the following 42 articles:
    Citing articles in Google Scholar: Russian citations, English citations
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    Теория вероятностей и ее применения Theory of Probability and its Applications
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