Explicit non-asymptotic bounds for the distance to the first-order Edgeworth expansion

Fuente: arXiv
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Main Authors: Derumigny, Alexis, Girard, Lucas, Guyonvarch, Yannick
Format: Preprint
Published: 2021
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author Derumigny, Alexis
Girard, Lucas
Guyonvarch, Yannick
author_facet Derumigny, Alexis
Girard, Lucas
Guyonvarch, Yannick
contents In this article, we obtain explicit bounds on the uniform distance between the cumulative distribution function of a standardized sum $S_n$ of $n$ independent centered random variables with moments of order four and its first-order Edgeworth expansion. Those bounds are valid for any sample size with $n^{-1/2}$ rate under moment conditions only and $n^{-1}$ rate under additional regularity constraints on the tail behavior of the characteristic function of $S_n$. In both cases, the bounds are further sharpened if the variables involved in $S_n$ are unskewed. We also derive new Berry-Esseen-type bounds from our results and discuss their links with existing ones. We finally apply our results to illustrate the lack of finite-sample validity of one-sided tests based on the normal approximation of the mean.
format Preprint
id arxiv_https___arxiv_org_abs_2101_05780
institution arXiv
publishDate 2021
record_format arxiv
spellingShingle Explicit non-asymptotic bounds for the distance to the first-order Edgeworth expansion
Derumigny, Alexis
Girard, Lucas
Guyonvarch, Yannick
Probability
Econometrics
Statistics Theory
Primary: 62E17, Secondary: 60F05, 62F03
In this article, we obtain explicit bounds on the uniform distance between the cumulative distribution function of a standardized sum $S_n$ of $n$ independent centered random variables with moments of order four and its first-order Edgeworth expansion. Those bounds are valid for any sample size with $n^{-1/2}$ rate under moment conditions only and $n^{-1}$ rate under additional regularity constraints on the tail behavior of the characteristic function of $S_n$. In both cases, the bounds are further sharpened if the variables involved in $S_n$ are unskewed. We also derive new Berry-Esseen-type bounds from our results and discuss their links with existing ones. We finally apply our results to illustrate the lack of finite-sample validity of one-sided tests based on the normal approximation of the mean.
title Explicit non-asymptotic bounds for the distance to the first-order Edgeworth expansion
topic Probability
Econometrics
Statistics Theory
Primary: 62E17, Secondary: 60F05, 62F03
url https://arxiv.org/abs/2101.05780