Berry–Esseen and Edgeworth approximations for the normalized tail of an infinite sum of independent weighted gamma random variables
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References listed on IDEAS
- Antonia Castaño-Martínez & Fernando López-Blázquez, 2005. "Distribution of a sum of weighted noncentral chi-square variables," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 14(2), pages 397-415, December.
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KeywordsBerry–Esseen; Edgeworth expansions; Infinitely divisible distributions; Rosenblatt distribution;
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