Improved Approximation of the Sum of Random Vectors by the Skew Normal Distribution

DOI10.1239/jap/1402578637zbMath1304.60030OpenAlexW2033566172MaRDI QIDQ5169738

Marcus C. Christiansen, Nicola M. R. Loperfido

Publication date: 11 July 2014

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1239/jap/1402578637

zbMATH Keywords

central limit theoremorder of convergenceskewnessCramer's conditionskew normalthird-order tensor

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Approximations to statistical distributions (nonasymptotic) (62E17) Multilinear algebra, tensor calculus (15A69) Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12)

Related Items (5)

Skewness-based projection pursuit: a computational approach ⋮ Kurtosis removal for data pre-processing ⋮ Self-consistency and a generalized principal subspace theorem ⋮ Linear transformations to symmetry ⋮ Singular value decomposition of the third multivariate moment

Uses Software

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Cites Work

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