Normal Approximation and Asymptotic Expansions

DOI10.1137/1.9780898719895zbMath1222.41002OpenAlexW1971847620MaRDI QIDQ3160689

Publication date: 8 October 2010

Full work available at URL: https://doi.org/10.1137/1.9780898719895

Central limit and other weak theorems (60F05) Asymptotic approximations, asymptotic expansions (steepest descent, etc.) (41A60) Fourier and Fourier-Stieltjes transforms and other transforms of Fourier type (42A38) Research exposition (monographs, survey articles) pertaining to probability theory (60-02)

Related Items (58)

The minimum modulus of Gaussian trigonometric polynomials ⋮ Almost sure hypothesis testing and a resolution of the Jeffreys-Lindley paradox ⋮ Sharp asymptotics of large deviations in \(\mathbb{R}^ d\) ⋮ On small values of indefinite diagonal quadratic forms at integer points in at least five variables ⋮ Edgeworth approximations for distributions of symmetric statistics ⋮ On the Accuracy in a Combinatorial Central Limit Theorem: The Characteristic Function Method ⋮ Regressions with Berkson errors in covariates -- a nonparametric approach ⋮ Asymptotic analysis of symmetric functions ⋮ Asymptotic for the cumulative distribution function of the degrees and homomorphism densities for random graphs sampled from a graphon ⋮ Inferences on process noise in a linear model ⋮ The asymptotic expansion of the regular discretization error of Itô integrals ⋮ Local Limit Theorems for Smoothed Bernoulli and Other Convolutions ⋮ On the REM approximation of TAP free energies ⋮ Unnamed Item ⋮ Strong transience for one-dimensional Markov chains with asymptotically zero drifts ⋮ On some connections between Esscher's tilting, saddlepoint approximations, and optimal transportation: a statistical perspective ⋮ Edgeworth expansions for volatility models ⋮ Invariant measures of critical branching random walks in high dimension ⋮ Cramér-type moderate deviation for quadratic forms with a fast rate ⋮ Universality of the minimum modulus for random trigonometric polynomials ⋮ Multi-normex distributions for the sum of random vectors. Rates of convergence ⋮ Refined behaviour of a conditioned random walk in the large deviations regime ⋮ Central limit theorems for high dimensional dependent data ⋮ Asymptotic expansion of the expected Minkowski functional for isotropic central limit random fields ⋮ On arithmetic progressions in symmetric sets in finite field model ⋮ Problems of ruin and survival in economics: applications of limit theorems in probability ⋮ The probability of intransitivity in dice and close elections ⋮ Second order correctness of perturbation bootstrap M-estimator of multiple linear regression parameter ⋮ On the validity of the formal Edgeworth expansion for posterior densities ⋮ Smoothing-based lack-of-fit tests: variations on a theme ⋮ The convex hull of a planar random walk: perimeter, diameter, and shape ⋮ On \(L_{1}\) bounds for asymptotic normality of some weakly dependent random variables ⋮ Sharp fixed \(n\) bounds and asymptotic expansions for the mean and the median of a Gaussian sample maximum, and applications to the Donoho-Jin model ⋮ Metamodel of a Large Credit Risk Portfolio in the Gaussian Copula Model ⋮ Exact convergence rates for particle distributions in a non-lattice branching random walk ⋮ TENSOR PRODUCTS OF RANDOM UNITARY MATRICES ⋮ Convolution without independence ⋮ On the centre of mass of a random walk ⋮ Critical scaling for an anisotropic percolation system on \(\mathbb{Z}^2\) ⋮ Local limit theorems for densities in Orlicz spaces ⋮ Asymptotic expansion of Skorohod integrals ⋮ The numerical delta method ⋮ On the rate of convergence in the central limit theorem for arrays of random vectors ⋮ Willem van Zwet's research ⋮ Edgeworth expansions for stochastic approximation theory ⋮ Stochastic Model Reduction for Slow-Fast Systems with Moderate Time Scale Separation ⋮ Edgeworth expansions for slow–fast systems with finite time-scale separation ⋮ Sharp connections between Berry-Esseen characteristics and Edgeworth expansions for stationary processes ⋮ Berry-Esseen and Edgeworth approximations for the normalized tail of an infinite sum of independent weighted gamma random variables ⋮ An optimal Berry-Esseen type theorem for integrals of smooth functions ⋮ Exact convergence rate in the local central limit theorem for a lattice branching random walk on \(\mathbb{Z}^d\) ⋮ Angular asymptotics for random walks ⋮ Approximation of SDE solutions using local asymptotic expansions ⋮ Critical two-point functions for long-range statistical-mechanical models in high dimensions ⋮ Moving Block Bootstrap for Analyzing Longitudinal Data ⋮ Approximately half of the roots of a random Littlewood polynomial are inside the disk ⋮ New Edgeworth-type expansions with finite sample guarantees ⋮ Invariance principles and log-distance of F-KPP fronts in a random medium

This page was built for publication: Normal Approximation and Asymptotic Expansions