On the Error of the Gaussian Approximation for Convolutions

DOI10.1137/1122030MaRDI QIDQ4157717zbMATH OpenOpenAlexFDO

Authors V. V. Yurinsky

Publication date 1977

Published in Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/1122030

Mathematics Subject Classification ID

Probability distributions: general theory (60E05)

Cited in

(14)

• Strong approximation of very weak Bernoulli processes
• Invariance principles for von Mises and U-statistics
• Almost sure approximation theorems for the multivariate empirical process
• Limit theorems for sums of weakly dependent Banach space valued random variables
• A max-correlation white noise test for weakly dependent time series
• On the Bernstein-von Mises theorem for the Dirichlet process
• Large Sample Properties of Partitioning-Based Series Estimators
• Uniform nonparametric inference for time series
• Uniform Inference for Kernel Density Estimators with Dyadic Data
• Rates of convergence in a central limit theorem for stochastic processes defined by differential equations with a small parameter
• Invariance principles for sums of Banach space valued random elements and empirical processes
• About the Lindeberg method for strongly mixing sequences
• Gaussian approximation of suprema of empirical processes
• A sharpening of the remainder term in the higher-dimensional central limit theorem for multilinear rank statistics

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