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)
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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
 
Property / Mathematics Subject Classification ID: 60F05 / rank
 
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Property / Mathematics Subject Classification ID
 
Property / Mathematics Subject Classification ID: 62F03 / rank
 
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Property / zbMATH DE Number: 7812669 / rank
 
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Property / zbMATH Keywords
 
Berry-Esseen bound
Property / zbMATH Keywords: Berry-Esseen bound / rank
 
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Edgeworth expansion
Property / zbMATH Keywords: Edgeworth expansion / rank
 
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Property / zbMATH Keywords
 
normal approximation
Property / zbMATH Keywords: normal approximation / rank
 
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Property / zbMATH Keywords
 
central limit theorem
Property / zbMATH Keywords: central limit theorem / rank
 
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Property / zbMATH Keywords
 
non-asymptotic tests
Property / zbMATH Keywords: non-asymptotic tests / rank
 
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Latest revision as of 07:02, 28 April 2024

scientific article from arXiv
Language Label Description Also known as
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)
    0 references
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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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