Edgeworth Expansions and Normal Approximation

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1 total messages Started by Charles M. Grinstead Wed, 30 Dec 1992 22:21

#161

Author: Charles M. Grinstead
Date: Wed, 30 Dec 1992 22:21

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Is there anyone out there who is familiar with Edgeworth expansions, and in
particular, familiar with the book "Normal Approximation and Asymptotic
Expansions" by Bhattacharya and Rao?  I have a problem to which I have
applied Corollary 23.2 in this book, and I'm getting an answer that I have
reason to believe is incorrect.  I would love to pick someone's brain using
email about this problem, and I think that someone who understands
asymptotic expansions of distribution functions should be able to answer my
question relatively quickly.  Feel free to respond via email; my address
is: cgrinst1@cc.swarthmore.edu . 
Thanks.

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