On the dependency for asymptotically independent estimates

Suppose ${\widehat{\theta}_1}$ and ${\widehat{\theta}_2}$ are asymptotically independent non-lattice with a joint second order Edgeworth expansion in n ^?1/2. Then the ?? dependency coefficient is $$\alpha \left(\widehat{\theta}_1, \widehat{\theta}_2 \right) = n^{-1/2} C + O \left(n^{-1} \right),$$ where ${C = (4 \pi)^{-1}\exp (-1/2) (\tau^2_1 + \tau^2_2) ^{1/2}}$ for ${\tau_1, \tau_2}$ their joint skewness coefficients.