On the validity of the formal Edgeworth expansion

Bhattacharya & Ghosh (1978) — validity of the Edgeworth expansion

Result

the formal Edgeworth expansion of $\sqrt n[H(\bar Z)-H(\mu)]$ is valid for smooth $H$ of a sample-mean vector under moment and Cramér-type conditions; the class covers all smooth functions of sample moments.

Use

the theoretical backdrop of O6.7's second-order readings ($O(1/n)$ bias, skew); not used in the O6 proof.

Verification

abstract read (primary text), audit 5 Sep 2026.