scientific article; zbMATH DE number 3783983

MaRDI QIDQ3962219zbMATH OpenFDO

Authors Peter Hall

Publication date 1982

zbMATH Keywords

Berry-Esseen type error estimatescentral limit theoremleading term techniquelocal limit theoremsrates of convergence

Mathematics Subject Classification ID

Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50)

Cited in

(37)

• Convergence determining sets in the central limit theorem
• Two-sided bounds and leading term for rates of convergence in the multivariate central limit theorem
• A lower bound for the normal approximation of U-statistics
• Asymptotic expansions for sums of nonidentically distributed Bernoulli random variables
• Large deviations by Poisson approximations
• Convergence rates in the central limit theorem for means of autoregressive and moving average sequences
• Monte Carlo (importance) sampling within a Benders decomposition algorithm for stochastic linear programs
• On the asymptotical behavior of the constant in the Berry-Esseen inequality
• On a lower bound of the rate of convergence in the central limit theorem for \(m\)-dependent random variables
• Edgeworth expansion for \(U\)-statistics under minimal conditions.
• Central limit theorems for the ergodic adding machine
• Un critère sur les petites boules dans le théorème limite central. (A criterion on small balls in the central limit theorem)
• Spectral theory and limit theorems for geometrically ergodic Markov processes
• Exact convergence rate and leading term in central limit theorem for Student's \(t\) statistic.
• Weighted bootstrap for \(U\)-statistics
• Estimation of variance of partial sums of an associated sequence of random variables
• Strong approximation of the number of renewal paced record times
• Refining the central limit theorem approximation via extreme value theory
• Asymptotically optimal multistage tests of simple hypotheses
• Shortening the distance between Edgeworth and Berry-Esseen in the classical case
• Effects of design and error on normal convergence rates in regression problems
• Berry-Esseen bounds for standardized subordinators via moduli of smoothness
• Asymptotic distribution theory for the kalman filter state estimator
• On the asymptotic equivalence ofL pmetrics for convergence to normality
• Berry-esseen bounds for smooth estimator of a distribution function under association
• Influence of design on the rate of convergence to normality in L₁ regression
• Non-uniform and uniform Berry–Esseen type bounds for stationary associated sequences
• Two-sided bounds for nonuniform rates of convergence in the central limit theorem
• Fast rates of convergence in the central limit theorem
• A stochastic model of active cyber defense dynamics
• On modifications of the Lindeberg and Rotar' conditions in the central limit theorem
• On the rate of convergence of Bernstein power series for functions of bounded variation
• The accuracy of merging approximation in generalized St. Petersburg games
• The set of solutions of random XORSAT formulae
• A central limit theorem for random sums of random variables
• On the normal approximation of U-statistics of degree two
• Finite size scaling for the core of large random hypergraphs

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3962219)