An Edgeworth expansion for symmetric statistics

被引:1
|
作者
Bentkus, V
Götze, F
van Zwet, WR
机构
[1] Univ Bielefeld, Fak Math, D-33501 Bielefeld 1, Germany
[2] Leiden Univ, Dept Math, NL-2300 RA Leiden, Netherlands
[3] Univ N Carolina, Chapel Hill, NC 27599 USA
来源
ANNALS OF STATISTICS | 1997年 / 25卷 / 02期
关键词
asymptotic expansion; Edgeworth expansions; symmetric statistics; Hoeffding's decomposition; U-statistics; functions of sample means; functionals of empirical distribution functions; linear combinations of order statistics; Student's statistic;
D O I
暂无
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
We consider asymptotically normal statistics which are symmetric functions of N i.i.d. random variables. For these statistics we prove the validity of an Edgeworth expansion with remainder O(N-1) under Cramer's condition on the linear part of the statistic and moment assumptions for all parts of the statistic. By means of a counterexample we show that it is generally not possible to obtain an Edgeworth expansion with remainder o(N-1) without imposing additional assumptions on the structure of the nonlinear part of the statistic.
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页码:851 / 896
页数:46
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