BoundEdgeworth: Bound on the Error of the First-Order Edgeworth Expansion



Computes uniform bounds on the distance between the cumulative distribution function of a standardized sum of random variables and its first-order Edgeworth expansion, following the article Derumigny, Girard, Guyonvarch (2023)
Date made available16 Jun 2023
PublisherTU Delft - 4TU.ResearchData

Cite this