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A note on Edgeworth expansions for the lattice case

Author

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  • Babu, Gutti Jogesh
  • Singh, Kesar

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/[radical sign]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.

Suggested Citation

  • Babu, Gutti Jogesh & Singh, Kesar, 1989. "A note on Edgeworth expansions for the lattice case," Journal of Multivariate Analysis, Elsevier, vol. 30(1), pages 27-33, July.
    • Handle: RePEc:eee:jmvana:v:30:y:1989:i:1:p:27-33
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