Some optimal bounds in the central limit theorem using zero biasing

DOI10.1016/j.spl.2011.11.010zbMath1262.60026OpenAlexW2153365450MaRDI QIDQ419161

I. S. Tyurin

Publication date: 18 May 2012

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2011.11.010

zbMATH Keywords

convergence ratecentral limit theorem (CLT)zero biasing

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05)

Related Items (6)

On a bound of the absolute constant in the Berry-Esseen inequality for i.i.d. Bernoulli random variables ⋮ Exact Rosenthal-type bounds ⋮ Exact Rosenthal-type inequalities for \(p=3\), and related results ⋮ On the absolute constants in the Berry-Esseen-type inequalities ⋮ Poisson approximation in terms of the Gini-Kantorovich distance ⋮ An optimal Berry-Esseen type theorem for integrals of smooth functions

Cites Work

• On the rate of convergence in the multivariate CLT
• On the accuracy of the Gaussian approximation
• Bounds on the constant in the mean central limit theorem
• Stein's method for diffusion approximations
• Stein's method and the zero bias transformation with application to simple random sampling
• Exact norms of a Stein-type operator and associated stochastic orderings
• Modern Theory of Summation of Random Variables
• The Extrema of the Expected Value of a Function of Independent Random Variables

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