MSI Banner

[Back][Help][MSI][ANU Online]

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

Download paper: PDF file (259K)



This service is maintained by the Mathematical Sciences Institute (MSI)
Comments to webmaster@maths.anu.edu.au URL: http://wwwmaths.anu.edu.au/