Effects of design and error on normal convergence rates in regression problems

DOI10.1007/BF01193941MaRDI QIDQ2640286zbMATH OpenOpenAlexFDO

Authors Peter Hall

Publication date 1990

Published in Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf01193941

zbMATH Keywords

central limit theoremregression estimatorssymmetric error distributionsconvergence rates to normality

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Central limit and other weak theorems (60F05)

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• On the convergence of convolutions of distributions with regularly varying tails
• On the influence of moments on the rate of convergence to the normal distribution
• On the uniform metric in the context of convergence to normality
• Reversing the Berry-Esseen Inequality
• Some properties of metrics in a study on convergence to normality
• Two-sided bounds and leading term for rates of convergence in the multivariate central limit theorem

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• On the rates of convergence for moments convergence in regression models

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