Booth, J. G.; Hall, P.; Wood, A. T. A. - In: Journal of Multivariate Analysis 51 (1994) 1, pp. 121-138
In the classical theory of Edgeworth expansion for the sample mean, it is typically assumed that the sampling distribution is either lattice valued or is sufficiently smooth to satisfy Cramér's regularity condition. However, applications of Edgeworth expansions to problems involving the...