Zero bias transformation and asymptotic expansions

Abstract : We apply the zero bias transformation to deduce a recursive asymptotic expansion formula for expectation of functions of sum of independent random variables in terms of normal expectations and we discuss the remainder term estimations.
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2009
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Submitted on : Tuesday, March 3, 2009 - 4:00:49 PM
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  • HAL Id : hal-00365505, version 1
  • ARXIV : 0903.0910

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Ying Jiao. Zero bias transformation and asymptotic expansions. 2009. 〈hal-00365505〉

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