Non-uniform bounds in local limit theorems in case of fractional moments. I |
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Authors: | S G Bobkov G P Chistyakov F Götze |
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Institution: | 1. School of Math., Univ. of Minnesota, Minneapolis, USA 2. Faculty of Math., Univ. of Bielefeld, Bielefeld, Germany
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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. |
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