An application of Fourier methods to the problem of sharpening the Berry-Esseen inequality

DOI10.1007/BF00536558zbMath0238.60020OpenAlexW2018287613WikidataQ56289018 ScholiaQ56289018MaRDI QIDQ5649163

Publication date: 1972

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00536558

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Large deviations (60F10)

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Distribution-free bounds for serial correlation coefficients in heteroskedastic symmetric time series ⋮ Approximation of aggregate claims distributions by compound Poisson distributions ⋮ Inapproximability of Matrix \(\boldsymbol{p \rightarrow q}\) Norms ⋮ Variations of central limit theorems and Stirling numbers of the first kind ⋮ Refinement of the upper bound of the constant in the central limit theorem ⋮ On the distribution of the periodogram for stationary random sequences ⋮ On the accuracy of the Gaussian approximation ⋮ Berry-Esseen bounds for standardized subordinators via moduli of smoothness ⋮ Zur Modellierung des Ausgleichs im Kollektiv ⋮ Approximation of partial sums of arbitrary i. i. d. random variables and the precision of the usual exponential upper bound ⋮ When does Edgeworth beat Berry and Esséen? Numerical evaluations of Edgeworth expansions ⋮ Growth estimators and confidence intervals for the mean of negative binomial random variables with unknown dispersion ⋮ On large deviations for Poisson stochastic integrals ⋮ Sharpened upper bounds for the absolute constant in the Berry-Esseen inequality for mixed Poisson random sums ⋮ On the rate of approximation in finite-alphabet longest increasing subsequence problems ⋮ The Poisson binomial distribution -- old \& new ⋮ Estimates of the proximity of a distribution to the normal law ⋮ Convergence rates for record times and the associated counting process ⋮ A note on unimodality and asymptotic normality ⋮ On the bound of proximity of the binomial distribution to the normal one ⋮ A Berry-Esséen inequality without higher order moments ⋮ Constrained versions of Sauer's Lemma ⋮ Simple exact bounds for distributions of linear signed rank statistics ⋮ Shortening the distance between Edgeworth and Berry-Esseen in the classical case ⋮ Non-uniform and uniform Berry–Esseen type bounds for stationary associated sequences ⋮ Large deviations by Poisson approximations ⋮ Some asymptotic results for a broad class of nonparametric statistics ⋮ Probabilities of discrepancy between minima of cross-validation, Vapnik bounds and true risks ⋮ On approximating the distributions of Friedman's \(\chi^2_r\) and related statistics ⋮ On the Use of Equispaced Discrete Distributions ⋮ An improvement of convergence rate in the local limit theorem for integral-valued random variables ⋮ On the analytical structure of the constant in the nonuniform version of the esseen inequality ⋮ On the coupon collector's remainder term ⋮ Examples for the Theory of Strong Stationary Duality with Countable State Spaces ⋮ Two-sided bounds for nonuniform rates of convergence in the central limit theorem ⋮ An improvement of the Berry–Esseen inequality with applications to Poisson and mixed Poisson random sums ⋮ The exact and approximate distributions of linear combinations of selected order statistics from a uniform distribution ⋮ On probabilities of large claims that are compound Poisson distributed ⋮ On Berry-Esseen results for the compound Poisson distribution ⋮ Computation of some stochastic transportation problems using Essen inequality ⋮ On the asymptotical behavior of the constant in the Berry-Esseen inequality ⋮ Some extremal functions in Fourier analysis

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