Abstract
Edgeworth expansions for linear combinations of order statistics are established. The theorems require smooth weight functions and the underlying distribution function must possess a finite fourth moment. In addition a local smoothness condition is imposed on the underlying distribution function.
Citation
R. Helmers. "Edgeworth Expansions for Linear Combinations of Order Statistics with Smooth Weight Functions." Ann. Statist. 8 (6) 1361 - 1374, November, 1980. https://doi.org/10.1214/aos/1176345207
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