On the rate of approximation in the central limit theorem for dependent random variables and random vectors

DOI10.1016/0047-259X(80)90070-6zbMath0452.60027OpenAlexW2015311251MaRDI QIDQ1148606

Adhir K. Basu

Publication date: 1980

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0047-259x(80)90070-6

zbMATH Keywords

random vectordependent random variablenormal approximationsLindberg-Levy method

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Martingales with discrete parameter (60G42) Central limit and other weak theorems (60F05)

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The rate of convergence in the central limit theorem for non-stationary dependent random vectors, Analysis of variance in nonparametric regression models, On the rate of convergence in the central limit theorem for arrays of random vectors, On rates of convergence to infinitely divisible laws for dependent random variables, Unnamed Item, Central limit theorem and weak law of large numbers with rates for martingales in Banach spaces

Cites Work

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• On the rate of approximation in the central limit theorem
• On errors of normal approximation
• General theorems on rates of convergence in distribution of random variables II. Applications to the stable limit laws and weak law of large numbers
• Fourier analysis of distribution functions. A mathematical study of the Laplace-Gaussian law
• On the rate of convergence to normality for sums of dependent random variables
• A Note on Convergence of Moments