Asymptotic expansions based on smooth functions in the central limit theorem
From MaRDI portal
Publication:1062346
DOI10.1007/BF00699108zbMath0572.60029MaRDI QIDQ1062346
Publication date: 1986
Published in: Probability Theory and Related Fields (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf00699108
60F05: Central limit and other weak theorems
60G50: Sums of independent random variables; random walks
Related Items
Stein approximation for multidimensional Poisson random measures by third cumulant expansions, An optimal Berry-Esseen type theorem for integrals of smooth functions, A Berry-Esseen theorem and Edgeworth expansions for uniformly elliptic inhomogeneous Markov chains, Some estimates of the normal approximation for independent non-identically distributed random variables, Upper bounds for minimal distances in the central limit theorem, Stein's method and zero bias transformation for CDO tranche pricing, Cumulants on the Wiener space, On asymptotic expansion of the moments of smooth functions in the central limit theorem, Asymptotic expansion in the large deviation zones of the distribution function of a random variable with a regular behavior of its semi-invariants, Some estimates in the central limit theorem for \(\varphi\)-mixing random variables, On Edgeworth expansions for dependency-neighborhoods chain structures and Stein's method, Asymptotic expansion of the distribution function of a random variable with regular behavior of cumulants, Some estimates of normal approximation for the distribution of a sum of a random number of independent random variables, Probabilistic Stirling numbers of the second kind and applications, A refined Cramér-type moderate deviation for sums of local statistics, Mesoscopic eigenvalue density correlations of Wigner matrices, Third cumulant Stein approximation for Poisson stochastic integrals, Mesoscopic linear statistics of Wigner matrices of mixed symmetry class, Conditional Stein approximation for Itô and Skorohod integrals, Zero bias transformation and asymptotic expansions, Convergence of densities of some functionals of Gaussian processes, Shortening the distance between Edgeworth and Berry-Esseen in the classical case, Wasserstein-2 bounds in normal approximation under local dependence, A review of exact results for fluctuation formulas in random matrix theory
Cites Work
- Unnamed Item
- Unnamed Item
- Edgeworth expansions for integrals of smooth functions
- Asymptotic expansions in the central limit theorem under moment conditions
- On the Convergence of Moments in the Central Limit Theorem
- The Approximate Distributions of the Mean and Variance of a Sample of Independent Variables