Onm-dependence and Edgeworth expansions |
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Authors: | Wei-Liem Loh |
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Affiliation: | (1) Department of Statistics, Purdue University, 47907-1399 West Lafayette, IN, USA |
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Abstract: | This paper contains two results. The first establishes, under mild assumptions, the validity of an Edgeworth expansion with remaindero(N–1/2) for aU-statistic with a kernel of degree two using observations from anm-dependent shift. The second result gives a necessary and sufficient condition for the distribution of a sum ofm-dependent random variables to possess an Edgeworth expansion. This generalizes a result of Bickel and Robinson from the i.i.d. case to them-dependent case.This research was supported in part by National Science Foundation, Grant DMS 89-23071. |
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Keywords: | Edgeworth expansions U-statistics m-dependence |
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