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Research Report SRR02-001
Edgeworth Expansion for Studentized Statistics
Bing-Yi Jing and Qiying Wang
Abstract:
Edgeworth expansions are developed for a general class of studentized
statistics under rather weak conditions. Applications of these
results are given to obtain Edgeworth expansions for the distributions of
the studentized U-statistics and studentized L-statistics
under weaker
moment conditions than those available in the literature.
Primary AMS Classification: 62E20
Date: 29 April 2002
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