An Edgeworth expansion for symmetric statistics

Abstract

Bentkus V, Götze F, van Zwet WR. An Edgeworth expansion for symmetric statistics. ANNALS OF STATISTICS. 1997;25(2):851-896.We consider asymptotically normal statistics which are symmetric functions of N i.i.d. random variables. For these statistics we prove the validity of an Edgeworth expansion with remainder O(N-1) under Cramer's condition on the linear part of the statistic and moment assumptions for all parts of the statistic. By means of a counterexample we show that it is generally not possible to obtain an Edgeworth expansion with remainder o(N-1) without imposing additional assumptions on the structure of the nonlinear part of the statistic

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