Nonuniform central limit bounds with applications to probabilities of deviations
From MaRDI portal
Publication:1230459
DOI10.1214/aop/1176996186zbMath0337.60026OpenAlexW1992993938MaRDI QIDQ1230459
Publication date: 1976
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aop/1176996186
Related Items
Speed of convergence of the least-squares estimator in autoregressive models, Convergence rates for stopped random sums, Certain non-uniform rates of convergence to normality for a restricted class of martingales, Asymptotic expansions in the conditional central limit theorem, Nonuniform bounds on the rate of convergence in the central limit theorem for martingales, Berry-Esséen bounds for (absolute) moments of dominated measures, Estimation in sparsely sampled random walks, On the probabilities of moderate deviations for combinatorial sums, On one-sided strong laws for large increments of sums, On the asymptotic behavior of probabilities of moderate deviations for combinatorial sums, Sensitivity of risk measures with respect to the normal approximation of total claim distributions, Certain non-uniform rates of convergence to normality for martingale differences, Accuracy of the bootstrap approximation, On the accuracy of nonuniform Gaussian approximation to the distribution functions of sums of independent and identically distributed random variables, Expansions for statistics involving the mean absolute deviations, Exact approximation orders in the conditional central limit theorem, Cramér-type moderate deviation for the maximum of the periodogram with application to simultaneous tests in gene expression time series, Moderate deviation principles for stochastic differential equations with jumps, On nonuniform Gaussian approximation for random summation, [https://portal.mardi4nfdi.de/wiki/Publication:3893039 On the constant in the nonuniform version of the Berry-Ess�en theorem], Cramér type moderate deviations for random fields, Bootstrap confidence intervals, Edgeworth expansions for statistics which are functions of lattice and non-lattice variables, On probabilities of moderate deviations of sums for independent random variables, Two-sided bounds for nonuniform rates of convergence in the central limit theorem, Probabilities of moderate deviations in the multidimensional case