Asymptotic expansions for conditional distributions
It is shown that--under appropriate regularity conditions--the conditional distribution of the first p components of a normalized sum of i.i.d. m-dimensional random vectors, given the complementary subvector, admits a Chebyshev-Cramér asymptotic expansion of order o(n-(s-2)/2), uniformly over all Borelsets in p and uniformly in a region of the conditioning subvector that includes moderate deviations.
Year of publication: |
1979
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Authors: | Michel, R. |
Published in: |
Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 9.1979, 3, p. 393-400
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Publisher: |
Elsevier |
Keywords: | asymptotic expansions conditional distributions Chebyshev-Cramer expansion |
Saved in:
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