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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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Preprints, Working Papers, ...
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https://hal.archives-ouvertes.fr/hal-00365505
Contributor : Ying Jiao <>
Submitted on : Tuesday, March 3, 2009 - 4:00:49 PM
Last modification on : Wednesday, December 9, 2020 - 3:07:29 PM
Long-term archiving on: : Tuesday, June 8, 2010 - 11:05:46 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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