Bounds of the accuracy of the normal approximation to the distributions of random sums under relaxed moment conditions
From MaRDI portal
Publication:2627897
DOI10.1007/s10986-017-9342-7zbMath1365.60018arXiv1507.00979OpenAlexW2963519722MaRDI QIDQ2627897
Alexandra Dorofeeva, V. Yu. Korolev
Publication date: 1 June 2017
Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1507.00979
convergence ratecentral limit theoremnormal distributionPoisson binomial distributionLaplace distributionLindeberg conditionuniform distancegeometric random sumstudent distributionvariance gamma distribution
Related Items
On the rate of convergence in limit theorems for negative-binomial random sums, Bounds for convergence rate in laws of large numbers for mixed Poisson random sums, Local limit theorems for collective risk models, Refinements of Berry-Esseen inequalities in terms of Lyapunov coefficients, Bounds for the Concentration Functions of Random Sums under Relaxed Moment Conditions, Bounds for the accuracy of invalid normal approximation, On the order of approximation in limit theorems for negative-binomial sums of strictly stationary \(m\)-dependent random variables, Convergence Rate Estimates in the Global CLT for Compound Mixed Poisson Distributions, Convergence and inference for mixed Poisson random sums, Convergence Rate of Random Geometric Sum Distributions to the Laplace Law, Esseen-Rozovskii type estimates for the rate of convergence in the Lindeberg theorem, A generalization of the Rozovskii inequality, A generalization of the Wang-Ahmad inequality, Unnamed Item, On natural convergence rate estimates in the Lindeberg theorem, On the rates of convergence to symmetric stable laws for distributions of normalized geometric random sums
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- On the normal approximation of a binomial random sum
- On the absolute constants in the Berry-Esseen-type inequalities
- Improvement of convergence rate estimates in the central limit theorem under weakened moment conditions
- An improvement of the Berry–Esseen inequality with applications to Poisson and mixed Poisson random sums
- Estimates for Global Central Limit Theorems
- On the rate of Poisson convergence
- STEIN'S METHOD AND THE BERRY-ESSÉEN THEOREM
- On error–estimates in the central limit theorem for generalized linear discounting
- Modern Theory of Summation of Random Variables
- On the universal constant in the Katz-Petrov and Osipov inequalities
- An Improvement of Convergence Rate Estimates in the Central Limit Theorem under Absence of Moments Higher than the Second
- On the Accuracy of the Normal Approximation to Compound Poisson Distributions
- On Nonuniform Convergence Rate Estimates in the Central Limit Theorem
- Option pricing: A simplified approach
- Refinement of Lindeberg’s Theorem
- On the Berry-Esseen theorem
- On an Application of the Student Distribution in the Theory of Probability and Mathematical Statistics
- Note on the Berry-Esseen Theorem
- A non-uniform Berry-Esseen bound via Stein's method