Berry-Esseen bounds for typical weighted sums

DOI10.1214/18-EJP195zbMATH Open1414.60012arXiv1709.06848OpenAlexW2964345648MaRDI QIDQ1990225FDOQ1990225

Authors: S. G. Bobkov, Gennadiy P. Chistyakov, Friedrich Götze 

Publication date: 25 October 2018

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Abstract: Under correlation-type conditions, we derive upper bounds of order $frac1sqrtn$ for the Kolmogorov distance between the distributions of weighted sums of dependent summands and the normal law.

Full work available at URL: https://arxiv.org/abs/1709.06848

zbMATH Keywords

normal approximationSudakov's typical distributions

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50)

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Cited In (11)

• Higher order concentration on Stiefel and Grassmann manifolds
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• Non-asymptotic properties of spectral decomposition of large Gram-type matrices and applications
• Asymptotic expansions and two-sided bounds in randomized central limit theorems
• Inference via randomized test statistics
• Some multivariate inequalities with applications
• Normal approximation for weighted sums under a second-order correlation condition
• Poincaré inequalities and normal approximation for weighted sums
• A multivariate CLT for weighted sums with rate of convergence of order \(O(1/n)\)
• Edgeworth corrections in randomized central limit theorems
• Anticoncentration and Berry-Esseen bounds for random tensors

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