Abstract
It is shown in this note that the one-term Edgeworth expansion for the standardized sample mean of n independent lattice random vectors when perturbed by a random variable ( 1 √n) U is the same as in the strongly non-lattice case, where U is a bounded random variable depending only on a basis of the associated minimal lattice. An explicit form of U is given. Some applications to the studentized statistics are also given.
| Original language | English (US) |
|---|---|
| Pages (from-to) | 27-33 |
| Number of pages | 7 |
| Journal | Journal of Multivariate Analysis |
| Volume | 30 |
| Issue number | 1 |
| DOIs | |
| State | Published - Jul 1989 |
All Science Journal Classification (ASJC) codes
- Statistics and Probability
- Numerical Analysis
- Statistics, Probability and Uncertainty
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