Corrections to the Central Limit Theorem for Heavy-tailed Probability Densities
Classical Edgeworth expansions provide asymptotic correction terms to the Central Limit Theorem (CLT) up to an order that depends on the number of moments available. In this paper, we provide subsequent correction terms beyond those given by a standard Edgeworth expansion in the general case of regu...
| Main Authors: | , , , |
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| Other Authors: | |
| Format: | Article |
| Language: | en_US |
| Published: |
Springer-Verlag
2013
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| Online Access: | http://hdl.handle.net/1721.1/77920 |