On the accuracy of the normal approximation for sums of symmetric independent random variables

DOI10.1134/S1064562412020354zbMATH Open1268.60028OpenAlexW2003152702MaRDI QIDQ1761004FDOQ1761004

Authors: I. G. Shevtsova 

Publication date: 15 November 2012

Published in: Doklady Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1134/s1064562412020354

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zbMATH Keywords

central limit theoremasymptotic estimatessymmetric distributionKolmogorov metric

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Inequalities; stochastic orderings (60E15) Central limit and other weak theorems (60F05) Distribution theory (60E99)

Cites Work

• On the asymptotical behavior of the constant in the Berry-Esseen inequality
• On the asymptotically exact constants in the Berry-Esseen-Katz inequality
• Asymptotically proper constants in the Lyapunov theorem
• A New Asymptotic Expansion and Asymptotically Best Constants in Lyapunov's Theorm. I.

Cited In (11)

• On the Accuracy of the Normal Approximation of the Distribution of a Random Sum of Random Vectors
• Title not available (Why is that?)
• Moment-type estimates with an improved structure for the accuracy of the normal approximation to distributions of sums of independent symmetric random variables
• An optimal Berry-Esseen type inequality for expectations of smooth functions
• On the absolute constants in the Berry-Esseen-type inequalities
• Title not available (Why is that?)
• Title not available (Why is that?)
• On the accuracy of the normal approximation for sums of independent random variables
• On the Normal Approximation to Symmetric Binomial Distributions
• Efficiency of a certain modification of the studentized range of symmetric stable random variables
• An optimal Berry-Esseen type theorem for integrals of smooth functions

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