Asymptotic expansions based on smooth functions in the central limit theorem
From MaRDI portal
Publication:1062346
DOI10.1007/BF00699108zbMath0572.60029OpenAlexW2056861814MaRDI QIDQ1062346
Publication date: 1986
Published in: Probability Theory and Related Fields (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf00699108
Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50)
Related Items (27)
Stein approximation for multidimensional Poisson random measures by third cumulant expansions ⋮ Wasserstein-2 bounds in normal approximation under local dependence ⋮ On asymptotic expansion of the moments of smooth functions in the central limit theorem ⋮ Asymptotic expansion in the large deviation zones of the distribution function of a random variable with a regular behavior of its semi-invariants ⋮ Some estimates in the central limit theorem for \(\varphi\)-mixing random variables ⋮ A refined Cramér-type moderate deviation for sums of local statistics ⋮ Conditional Stein approximation for Itô and Skorohod integrals ⋮ Asymptotic expansion of the distribution function of a random variable with regular behavior of cumulants ⋮ Mesoscopic eigenvalue density correlations of Wigner matrices ⋮ Some estimates of the normal approximation for independent non-identically distributed random variables ⋮ A Berry-Esseen theorem and Edgeworth expansions for uniformly elliptic inhomogeneous Markov chains ⋮ Wasserstein-\(p\) bounds in the central limit theorem under local dependence ⋮ Central limit theorem for linear spectral statistics of block-Wigner-type matrices ⋮ Some estimates of normal approximation for the distribution of a sum of a random number of independent random variables ⋮ Zero bias transformation and asymptotic expansions ⋮ Quantitative CLT for linear eigenvalue statistics of Wigner matrices ⋮ On Edgeworth expansions for dependency-neighborhoods chain structures and Stein's method ⋮ A review of exact results for fluctuation formulas in random matrix theory ⋮ Convergence of densities of some functionals of Gaussian processes ⋮ Shortening the distance between Edgeworth and Berry-Esseen in the classical case ⋮ Stein's method and zero bias transformation for CDO tranche pricing ⋮ Cumulants on the Wiener space ⋮ Upper bounds for minimal distances in the central limit theorem ⋮ Third cumulant Stein approximation for Poisson stochastic integrals ⋮ Mesoscopic linear statistics of Wigner matrices of mixed symmetry class ⋮ An optimal Berry-Esseen type theorem for integrals of smooth functions ⋮ Probabilistic Stirling numbers of the second kind and applications
Cites Work
- Unnamed Item
- Unnamed Item
- Edgeworth expansions for integrals of smooth functions
- Asymptotic expansions in the central limit theorem under moment conditions
- On the Convergence of Moments in the Central Limit Theorem
- The Approximate Distributions of the Mean and Variance of a Sample of Independent Variables
This page was built for publication: Asymptotic expansions based on smooth functions in the central limit theorem