Fast rates of convergence in the central limit theorem

DOI10.1007/BF00534201MaRDI QIDQ4746573zbMATH OpenFDO

Authors Peter Hall

Publication date 1983

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

zbMATH Keywords

central limit theoremrates of convergenceuniform metric

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05)

Cites work

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• Characterizing the rate of convergence in the central limit theorem
• Characterizing the rate of convergence in the central limit theorem. II
• Fourier analysis of distribution functions. A mathematical study of the Laplace-Gaussian law
• Generalisation and application of some results of Ibragimov on convergence to normality
• On Asymptotic Expansions for Distribution Functions of Sums of Independent Random Variables
• On the Accuracy of Approximation in the Central Limit Theorem
• On the Accuracy of Gaussian Approximation to the Distribution Functions of Sums of Independent Variables
• On the Precision of an Estimate of the Remainder Term in the Central Limit Theorem
• On the convergence of convolutions of distributions with regularly varying tails
• On the implication of a certain rate of convergence to normality
• On the influence of moments on approximations by portion of a Chebyshev series in central limit convergence
• On the influence of moments on the rate of convergence to the normal distribution
• Regularly varying functions
• Some \(L_p\) versions for the central limit theorem
• Some properties of metrics in a study on convergence to normality

Cited in

(2)

• The accuracy of merging approximation in generalized St. Petersburg games
• Two-sided bounds for nonuniform rates of convergence in the central limit theorem

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