Constants on a Uniform Berry-Esseen Bound on Some Borel Sets in ℝkvia Stein's Method

DOI10.1080/03610926.2011.648795zbMath1284.60056OpenAlexW2043995872MaRDI QIDQ2873921

K. Neammanee, Dawud Thongtha

Publication date: 28 January 2014

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2011.648795

zbMATH Keywords

Stein's methodcentral limit theoremBerry-Esseen inequalityuniform boundsnon-uniform bounds

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05)

Cites Work

• An improvement of convergence rate estimates in the Lyapunov theorem
• On the rate of convergence in the multivariate CLT
• Multivariate normal approximation with Stein's method of exchangeable pairs under a general linearity condition
• Refinement of the upper bound of the constant in the central limit theorem
• Stein's method for diffusion approximations
• Multi-dimensional integral limit theorems
• Fourier analysis of distribution functions. A mathematical study of the Laplace-Gaussian law
• On the central limit theorem in 𝑅_{𝑘}
• Normal Approximation by Stein’s Method
• An Introduction to Stein's Method
• On the analytical structure of the constant in the nonuniform version of the esseen inequality
• Bounds on Normal Approximation on a Half Plane in Multidimension
• Rates of Weak Convergence for the Multidimensional Central Limit Theorem

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