The exact approximation order in the central-limit-theorem for random summation

DOI10.1007/BF00532694zbMath0325.60026OpenAlexW2036750584MaRDI QIDQ4089573

Dieter Landers, Lothar Rogge

Publication date: 1976

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

Full work available at URL: https://doi.org/10.1007/bf00532694

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50)

Related Items (25)

A note on three-stage and sequential point estimation puocedures for a normal mean ⋮ Random central limit theorem for associated random variables and the order of approximation ⋮ Asymptotic results for stopping times based on u-statistics ⋮ Sequential simultaneous estimation of the mean and variance: The rate of convergence ⋮ Asymptotic considerations for selecting the best component of a multivariate normal population ⋮ Convergence rates for stopped random sums ⋮ Berry-Esseen Bounds for Random Index Non Linear Statistics via Stein's Method ⋮ The order of approximation in the central limit theorem for random summation ⋮ Sharp orders of convergence in the random central limit theorem ⋮ On sequential fixed-width confidence intervals for the mean and second-order expansions of the associated coverage probabilities ⋮ Convergence rates for two-stage confidence intervals based on U- statistics ⋮ Fixed–size confidence regions for the mean vector of a multinormal distribution ⋮ Sequential estimation of the difference of means of two negative exponential populations ⋮ On the rate of convergence in the central limit theorem for Markov-chains ⋮ EDA on the asymptotic normality of the standardized sequential stopping times, Part-I: Parametric models ⋮ On the convergence rate of sequential fixed-width confidence intervals for normal parameters ⋮ An overview of sequential nonparametric density estimation ⋮ A remark on the SLLN for random partial sums ⋮ The Berry-Esseen theorem for functionals of discrete Markov chains ⋮ On the convergence rate of fixed-width sequential confidence intervals ⋮ On the speed of convergence of the distribution of random sums of weighted independent variables ⋮ On nonuniform Gaussian approximation for random summation ⋮ EDA on the asymptotic normality of the standardized sequential stopping times, Part-II: Distribution-free models ⋮ On the speed of convergence in the random central limit theorem for ?-mixing processes ⋮ Convergence rates of sequential confidence intervals and tests for the mean of a u-statistic

Cites Work

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• On mixing sequences of sets
• On the rate of convergence in the central limit theorem for Markov-chains
• On the Estimation of the Remainder Term in the Central Limit Theorem for Sums of a Random Number of Summands
• Order of approximation in the central limit theorem for associated random variables and a moderate deviation result
• The accuracy of the normal approximation for minimum contrast estimates
• On the central limit theorem for the sum of a random number of independent random variables
• On the central limit theorem for the sum of a random number of independent random variables

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