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

A.F.F. Derumigny (Creator)
Lucas Girard (Creator)
Yannick Guyonvarch (Creator)

Statistics

Dataset

Description

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 available	16 Jun 2023
Publisher	TU Delft - 4TU.ResearchData

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https://github.com/AlexisDerumigny/BoundEdgeworth
https://cran.r-project.org/package=BoundEdgeworth

Explicit non-asymptotic bounds for the distance to the first-order Edgeworth expansion
Derumigny, A., Girard, L. & Guyonvarch, Y., 2023, In: Sankhy A: The Indian Journal of Statistics. 85, 76 p.
Research output: Contribution to journal › Article › Scientific › peer-review

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

Description

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Research output

Explicit non-asymptotic bounds for the distance to the first-order Edgeworth expansion

Cite this