Some estimates in the central limit theorem for \(\varphi\)-mixing random variables (Q1366391)
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| Language | Label | Description | Also known as |
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| English | Some estimates in the central limit theorem for \(\varphi\)-mixing random variables |
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Some estimates in the central limit theorem for \(\varphi\)-mixing random variables (English)
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30 October 1997
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Some weighted sup-norm estimates are proved for the difference \(|Eh(Z_n)- Eh({\mathcal N})|\), where \(Z_n\) is a sum of \(\varphi\)-mixing random variables and \(\mathcal N\) has a standard normal distribution. No boundedness, but some smoothness conditions on the function \(h\) are assumed.
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central limit theorem
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convergence rate
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mixing random variables
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normal approximation
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