Second-order asymptotics for convolution of distributions with light tails》.pdfVIP

Statistics and Probability Letters 106 (2015) 199–208 Contents lists available at ScienceDirect Statistics and Probability Letters journal homepage: /locate/stapro Second-order asymptotics for convolution of distributions with light tails Zuoxiang Peng a , Xin Liao b,∗ a School of Mathematics and Statistics, Southwest University, 400715 Chongqing, China b Business School, University of Shanghai for Science and Technology, 200093 Shanghai, China