Penultimate gamma approximation in the CLT for skewed distributions
From MaRDI portal
Publication:2786495
DOI10.1051/ps/2015010zbMath1333.60027OpenAlexW2272092368MaRDI QIDQ2786495
Publication date: 12 February 2016
Published in: ESAIM: Probability and Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1051/ps/2015010
rate of convergencecentral limit theoremtotal variation distancequantile approximationgamma approximationlognormal sumsPareto sums
Inequalities; stochastic orderings (60E15) Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50) Approximations to statistical distributions (nonasymptotic) (62E17)
Related Items (1)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- A new method for obtaining sharp compound Poisson approximation error estimates for sums of locally dependent random variables
- Chi squared approximations to the distribution of a sum of independent random variables
- Asymptotically optimal Berry-Esseen-type bounds for distributions with an absolutely continuous part
- Approximations for stop-loss reinsurance premiums
- Generalized convex inequalities
- On the distance between convex-ordered random variables, with applications
- Probability Metrics
- Approximation of sums by compound Poisson distributions with respect to stop-loss distances
- On Convergence in the Mean for Densities
- The s-convex orders among real random variables, with applications
- The log-normal approximation in financial and other computations
- The Distribution of Sums of Certain I.I.D. Pareto Variates
This page was built for publication: Penultimate gamma approximation in the CLT for skewed distributions