Approximation by distributions of sums of smoothly dependent random variables (Q1082710)
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English | Approximation by distributions of sums of smoothly dependent random variables |
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Approximation by distributions of sums of smoothly dependent random variables (English)
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1985
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Zolotarev's method of probability metrics is used for estimating the accuracy in approximating the distributions of sums of dependent random variables by the distributions of sums of smoothly dependent random variables.
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rate of convergence
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pseudomoments
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method of probability metrics
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sums of dependent random variables
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