Validity of the formal Edgeworth expansion when the underlying distribution is partly discrete

Summary Validity of the formal Edgeworth expansion for the distribution of the statistic ng(X _n /n, Y _n /n) is considered. Here X _n is a continuous variate and Y _n is a discrete variate. In general if (X _n , Y _n ) resemble the sum of i.i.d. variables and the partial derivative of g with respect to the first variable has full rank it is possible to establish an Edgeworth expansion.