Edgeworth corrections in randomized central limit theorems

DOI10.1007/978-3-030-36020-7_5zbMATH Open1467.60022OpenAlexW3036708058MaRDI QIDQ5115950FDOQ5115950

Authors: S. G. Bobkov 

Publication date: 21 August 2020

Published in: Lecture Notes in Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-030-36020-7_5

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zbMATH Keywords

central limit theoremrates of approximationEdgeworth correction

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05)

Cites Work

• Title not available (Why is that?)
• The concentration of measure phenomenon
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• Hypercontractivity for the heat semigroup for ultraspherical polynomials and on the n-sphere
• Title not available (Why is that?)
• Weighted Poincaré-type inequalities for Cauchy and other convex measures
• Proximity of probability distributions in terms of Fourier-Stieltjes transforms
• Title not available (Why is that?)
• Berry-Esseen bounds for typical weighted sums
• Variations on the Berry--Esseen Theorem
• Asymptotic expansions for products of characteristic functions under moment assumptions of non-integer orders

Cited In (8)

• Asymptotic expansions and two-sided bounds in randomized central limit theorems
• Central limit theorem for the Edwards model
• Inference via randomized test statistics
• Weighted sums and Berry-Esseen type estimates in free probability theory
• Refinements of Berry-Esseen inequalities in terms of Lyapunov coefficients
• Poincaré inequalities and normal approximation for weighted sums
• Limit theorems for the volumes of small codimensional random sections of \(\ell_{p}^{n}\)-balls
• A multivariate CLT for weighted sums with rate of convergence of order \(O(1/n)\)

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