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)

Full work available at URL https://doi.org/10.1007/BF00534201

zbMATH Keywords

central limit theoremrates of convergenceuniform metric

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05)

Cites work

• 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
• scientific article; zbMATH DE number 3783983 (Why is no real title available?)
• scientific article; zbMATH DE number 3504209 (Why is no real title available?)
• scientific article; zbMATH DE number 3295884 (Why is no real title available?)
• scientific article; zbMATH DE number 3320049 (Why is no real title available?)
• scientific article; zbMATH DE number 3349105 (Why is no real title available?)
• scientific article; zbMATH DE number 3090543 (Why is no real title available?)
• 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 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
• On the Precision of an Estimate of the Remainder Term in the Central Limit Theorem
• 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)

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

This page was built for publication: Fast rates of convergence in the central limit theorem

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4746573)