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...

Given a suitable function Fn we define a class of estimators called asymptotic Fn-estimators (i.e., estimators which approximate the solution of Fn([theta]) = 0). It is proved that this class is nonvoid if appropriate regularity conditions are fulfilled and if one has at hand a suitable initial...