On the rate of convergence in the central limit theorem for distributions with regularly varying tails

DOI10.1007/BF00534335zbMath0388.60021MaRDI QIDQ4169975

Hall, Peter

Publication date: 1979

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

Mathematics Subject Classification ID

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

Related Items (1)

Refining the central limit theorem approximation via extreme value theory

Cites Work

• On a local limit theorem concerning variables in the domain of normal attraction of a stable law of index alpha, \(1<\alpha<2\)
• Absolute Estimates of the Rate of Convergence to Stable Laws
• On the influence of moments on the rate of convergence to the normal distribution
• A contribution to the theory of large deviations for sums of independent random variables
• On the behaviour of the characteristic function of a probability distribution in the neighbourhood of the origin
• On Large Deviation Problems for Sums of Random Variables which are not Attracted to the Normal Law
• On the convergence of convolutions of distributions with regularly varying tails
• Regularly varying functions
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