On the rate of convergence to normality for sums of dependent random variables
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Publication:4119864
Cites work
- scientific article; zbMATH DE number 3176450 (Why is no real title available?)
- scientific article; zbMATH DE number 3223982 (Why is no real title available?)
- An Elementary Derivation of Khintchine's Estimate for Large Deviations
- On Strassen's version of the loglog law for some classes of dependent random variables
- On strassen's version of the loglog law
Cited in
(7)- Central limit theorems, invariance principle, and rates of convergence for backwards martingale arrays
- On an improved rate of convergence to normality for sums of dependent random variables with applications to stochastic approximation
- Uniform bound in the central limit theorem for Banach space valued dependent random variables
- Explicit bounds for the departure from normality of sums of dependent random variables
- Uniform and nonuniform estimates in the CLT for Banach valued dependent random variables
- Central limit theorem and weak law of large numbers with rates for martingales in Banach spaces
- On the rate of approximation in the central limit theorem for dependent random variables and random vectors
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