Normal Approximation

DOI10.1515/9783110933666MaRDI QIDQ4246760zbMATH OpenOpenAlexFDO

Authors V. V. Senatov

Publication date 16 June 1999

Full work available at URL https://doi.org/10.1515/9783110933666

zbMATH Keywords

rate of convergencecentral limit theoremBerry-Esseen theoremprobability metrics

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Limit theorems in probability theory (60F99)

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Cited in

(30)

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• Explicit rates of approximation in the CLT for quadratic forms
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• scientific article; zbMATH DE number 7662451 (Why is no real title available?)
• Approximation methods in probability theory
• On normal approximations to symmetric hypergeometric laws
• A randomness test for functional panels
• Functional data analysis with increasing number of projections
• Quantitative limit theorems and bootstrap approximations for empirical spectral projectors
• A Darling-Erdős type result for stationary ellipsoids
• Asymptotic expansions in the CLT containing the last known moment in the main part
• A convolution inequality, yielding a sharper Berry-Esseen theorem for summands Zolotarev-close to normal
• Stability estimates of generalized geometric sums and their applications
• Confidence intervals with higher accuracy for short and long-memory linear processes
• Mod-\(\Phi\) convergence. Normality zones and precise deviations
• A new derivative with normal distribution kernel: theory, methods and applications
• Uniform rates of approximation by short asymptotic expansions in the CLT for quadratic forms
• scientific article; zbMATH DE number 4169853 (Why is no real title available?)
• Normal approximations with Malliavin calculus. From Stein's method to universality
• Non-asymptotic analysis of approximations for multivariate statistics
• Normal approximation and asymptotic expansions.
• Exponential bounds for normal approximation of the number of descents and inversions
• Asymptotically optimal Berry-Esseen-type bounds for distributions with an absolutely continuous part
• The methods of distances in the theory of probability and statistics.
• Test of independence for functional data
• Constrained versions of Sauer's Lemma
• Estimation of smooth functionals in high-dimensional models: bootstrap chains and Gaussian approximation
• Some approximation problems in statistics and probability

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