Estimates of the rate of approximation in a de-Poissonization lemma

DOI10.1016/S0246-0203(02)01140-8MaRDI QIDQ1863438zbMATH OpenOpenAlexFDO

Authors A. Yu. Zaitsev

Publication date 11 March 2003

Published in Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL http://www.numdam.org/item?id=AIHPB_2002__38_6_1071_0, https://eudml.org/doc/77739

zbMATH Keywords

central limit theoremProkhorov distancestrong approximation

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Strong limit theorems (60F15) Functional limit theorems; invariance principles (60F17)

Review text

The author presents estimates of the rate of approximation in a de-Poissonization lemma of \textit{J. Beirlant} and \textit{D. M. Mason} [Math. Methods Stat. 4, 1-19 (1995; Zbl 0831.62019)] for the case where the distributions belong to some classes of distributions with finite exponential moments which are close to Gaussian ones.

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Cited in

(2)

• Toward the history of the St. Petersburg school of probability and statistics. IV: Characterization of distributions and limit theorems in statistics
• The depoissonisation quintet: Rice-Poisson-Mellin-Newton-Laplace

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