Non-Uniform Bounds in Local Limit Theorems in Case of Fractional Moments. II

被引：5

作者：

Bobkov, S. G. ^{[1
]}

Chistyakov, G. P. ^{[2
]}

Goetze, F. ^{[2
]}

机构：

[1] Univ Minnesota, Sch Math, Minneapolis, MN 55455 USA

[2] Univ Bielefeld, Fac Math, Bielefeld, Germany

来源：

MATHEMATICAL METHODS OF STATISTICS | 2011年 / 20卷 / 04期

基金：

美国国家科学基金会;

关键词：

central limit theorem; Edgeworth expansion; fractional derivatives;

D O I：

10.3103/S1066530711040016

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 [统计学]; 070103 [概率论与数理统计]; 0714 [统计学];

摘要：

Edgeworth-type expansions for convolutions of probability densities and powers of the characteristic functions with non-uniform error terms are established for i.i.d. random variables with finite (fractional) moments of order s >= 2, where s may be noninteger.

引用

页码：269 / 287

页数：19