Non-uniform bounds in local limit theorems in case of fractional moments. II

S. G. Bobkov; G. P. Chistyakov; F. Götze

doi:10.3103/S1066530711040016

Non-uniform bounds in local limit theorems in case of fractional moments. II

S. G. Bobkov, G. P. Chistyakov, F. Götze

Mathematics

Research output: Contribution to journal › Article › peer-review

3 Scopus citations

Abstract

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.

Original language	English (US)
Pages (from-to)	269-287
Number of pages	19
Journal	Mathematical Methods of Statistics
Volume	20
Issue number	4
DOIs	https://doi.org/10.3103/S1066530711040016
State	Published - Dec 2011

Bibliographical note

Funding Information:
Research was partially supported by NSF grant and SFB 701.

Keywords

Edgeworth expansion
central limit theorem
fractional derivatives

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title = "Non-uniform bounds in local limit theorems in case of fractional moments. II",

abstract = "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.",

keywords = "Edgeworth expansion, central limit theorem, fractional derivatives",

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AU - Chistyakov, G. P.

AU - Götze, F.

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KW - central limit theorem

KW - fractional derivatives

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Non-uniform bounds in local limit theorems in case of fractional moments. II

Abstract

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Keywords

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