Explicit non-asymptotic bounds for the distance to the first-order Edgeworth expansion (Q96848): Difference between revisions
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4 March 2024
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Property / author: Alexis Derumigny / rank | |||||||||||||||
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Property / author: Lucas Girard / rank | |||||||||||||||
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Property / author: Yannick Guyonvarch / rank | |||||||||||||||
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Property / DOI: 10.1007/s13171-023-00320-y / rank | |||||||||||||||
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Explicit non-asymptotic bounds for the distance to the first-order Edgeworth expansion (English) | |||||||||||||||
Property / title: Explicit non-asymptotic bounds for the distance to the first-order Edgeworth expansion (English) / rank | |||||||||||||||
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Property / published in: Sankhyā. Series A / rank | |||||||||||||||
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Property / full work available at URL: https://arxiv.org/abs/2101.05780 / rank | |||||||||||||||
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Property / Mathematics Subject Classification ID: 62E17 / rank | |||||||||||||||
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Property / Mathematics Subject Classification ID: 60F05 / rank | |||||||||||||||
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Property / Mathematics Subject Classification ID: 62F03 / rank | |||||||||||||||
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Property / zbMATH DE Number: 7812669 / rank | |||||||||||||||
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Berry-Esseen bound | |||||||||||||||
Property / zbMATH Keywords: Berry-Esseen bound / rank | |||||||||||||||
Normal rank | |||||||||||||||
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Edgeworth expansion | |||||||||||||||
Property / zbMATH Keywords: Edgeworth expansion / rank | |||||||||||||||
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normal approximation | |||||||||||||||
Property / zbMATH Keywords: normal approximation / rank | |||||||||||||||
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central limit theorem | |||||||||||||||
Property / zbMATH Keywords: central limit theorem / rank | |||||||||||||||
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non-asymptotic tests | |||||||||||||||
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Latest revision as of 07:02, 28 April 2024
scientific article from arXiv
Language | Label | Description | Also known as |
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English | Explicit non-asymptotic bounds for the distance to the first-order Edgeworth expansion |
scientific article from arXiv |
Statements
14 January 2021
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4 March 2024
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math.PR
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econ.EM
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math.ST
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stat.TH
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Explicit non-asymptotic bounds for the distance to the first-order Edgeworth expansion (English)
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Berry-Esseen bound
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Edgeworth expansion
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normal approximation
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central limit theorem
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non-asymptotic tests
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