A note on Edgeworth expansions for the lattice case

G. Jogesh Babu, Kesar Singh

Research output: Contribution to journalArticle

5 Citations (Scopus)

Abstract

It is shown in this note that the one-term Edgeworth expansion for the standardized sample mean of n independent lattice random vectors when perturbed by a random variable ( 1 √n) U is the same as in the strongly non-lattice case, where U is a bounded random variable depending only on a basis of the associated minimal lattice. An explicit form of U is given. Some applications to the studentized statistics are also given.

Original languageEnglish (US)
Pages (from-to)27-33
Number of pages7
JournalJournal of Multivariate Analysis
Volume30
Issue number1
DOIs
StatePublished - Jan 1 1989

Fingerprint

Edgeworth Expansion
Random variables
Random variable
Sample mean
Random Vector
Statistics
Term
Edgeworth expansion
Form

All Science Journal Classification (ASJC) codes

  • Statistics, Probability and Uncertainty
  • Numerical Analysis
  • Statistics and Probability

Cite this

@article{b166cf233a674bbe8e4161ac7cd9aa61,
title = "A note on Edgeworth expansions for the lattice case",
abstract = "It is shown in this note that the one-term Edgeworth expansion for the standardized sample mean of n independent lattice random vectors when perturbed by a random variable ( 1 √n) U is the same as in the strongly non-lattice case, where U is a bounded random variable depending only on a basis of the associated minimal lattice. An explicit form of U is given. Some applications to the studentized statistics are also given.",
author = "Babu, {G. Jogesh} and Kesar Singh",
year = "1989",
month = "1",
day = "1",
doi = "10.1016/0047-259X(89)90086-9",
language = "English (US)",
volume = "30",
pages = "27--33",
journal = "Journal of Multivariate Analysis",
issn = "0047-259X",
publisher = "Academic Press Inc.",
number = "1",

}

A note on Edgeworth expansions for the lattice case. / Babu, G. Jogesh; Singh, Kesar.

In: Journal of Multivariate Analysis, Vol. 30, No. 1, 01.01.1989, p. 27-33.

Research output: Contribution to journalArticle

TY - JOUR

T1 - A note on Edgeworth expansions for the lattice case

AU - Babu, G. Jogesh

AU - Singh, Kesar

PY - 1989/1/1

Y1 - 1989/1/1

N2 - It is shown in this note that the one-term Edgeworth expansion for the standardized sample mean of n independent lattice random vectors when perturbed by a random variable ( 1 √n) U is the same as in the strongly non-lattice case, where U is a bounded random variable depending only on a basis of the associated minimal lattice. An explicit form of U is given. Some applications to the studentized statistics are also given.

AB - It is shown in this note that the one-term Edgeworth expansion for the standardized sample mean of n independent lattice random vectors when perturbed by a random variable ( 1 √n) U is the same as in the strongly non-lattice case, where U is a bounded random variable depending only on a basis of the associated minimal lattice. An explicit form of U is given. Some applications to the studentized statistics are also given.

UR - http://www.scopus.com/inward/record.url?scp=38249022957&partnerID=8YFLogxK

UR - http://www.scopus.com/inward/citedby.url?scp=38249022957&partnerID=8YFLogxK

U2 - 10.1016/0047-259X(89)90086-9

DO - 10.1016/0047-259X(89)90086-9

M3 - Article

VL - 30

SP - 27

EP - 33

JO - Journal of Multivariate Analysis

JF - Journal of Multivariate Analysis

SN - 0047-259X

IS - 1

ER -