On estimation of the approximation error in asymptotic expansions in the central limit theorem

DOI10.1023/A:1020276506293MaRDI QIDQ1850767zbMATH OpenOpenAlexFDO

Authors V. V. Senatov

Publication date 26 June 2003

Published in Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1023/a:1020276506293

zbMATH Keywords

asymptotic expansionscentral limit theoremChebyshev-Hermite polynomialsindependent random variablesquasi moments

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Limit theorems in probability theory (60F99)

Review text

This paper examines the approximation error in asymptotic expansions in the central limit theorem for independent identically distributed random variables with finite variance. The estimates are based on the Chebyshev-Hermite polynomials and accurate estimates of the characteristic functions.

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(7)

• On quasi-nonuniform estimates for asymptotic expansions in the central limit theorem
• Some asymptotic decompositions in the central limit theorem in the multidimensional case
• Nonclassical error bounds for asymptotic expansions in the central limit theorem
• scientific article; zbMATH DE number 5503197 (Why is no real title available?)
• scientific article; zbMATH DE number 50012 (Why is no real title available?)
• On the real accuracy of approximation in the central limit theorem. II
• On Asymptotic Expansions in the Central Limit Theorem with Explicit Estimates of Remainder Terms

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