Explicit bounds for the departure from normality of sums of dependent random variables

DOI10.1007/BF01902589zbMath0429.60014MaRDI QIDQ3866831

Neville C. Weber, Roy V. Erickson, Malcolm Quine

Publication date: 1979

Published in: Acta Mathematica Academiae Scientiarum Hungaricae (Search for Journal in Brave)

zbMATH Keywords

stopping time; sums of dependent random variables; Skorokhod imbedding principle

Mathematics Subject Classification ID

60E15: Inequalities; stochastic orderings

60G50: Sums of independent random variables; random walks

60F99: Limit theorems in probability theory

Related Items

On the rate of convergence in the central limit theorem for discounted sums of martingle differences, On the integrated squared error of the linear wavelet density estimator, Central limit theorem and weak law of large numbers with rates for martingales in Banach spaces, Another view on martingale central limit theorems, On an improved rate of convergence to normality for sums of dependent random variables with applications to stochastic approximation

Cites Work

• Distribution function inequalities for martingales
• Dependent central limit theorems and invariance principles
• On the rate of convergence to normality for sums of dependent random variables
• On the Departure from Normality of a Certain Class of Martingales
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