Edgeworth corrections in randomized central limit theorems

DOI10.1007/978-3-030-36020-7_5MaRDI QIDQ5115950zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

central limit theoremrates of approximationEdgeworth correction

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05)

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Cites work

• scientific article; zbMATH DE number 3504209 (Why is no real title available?)
• scientific article; zbMATH DE number 1405932 (Why is no real title available?)
• scientific article; zbMATH DE number 3426633 (Why is no real title available?)
• scientific article; zbMATH DE number 3411931 (Why is no real title available?)
• Asymptotic expansions for products of characteristic functions under moment assumptions of non-integer orders
• Berry-Esseen bounds for typical weighted sums
• Hypercontractivity for the heat semigroup for ultraspherical polynomials and on the n-sphere
• Proximity of probability distributions in terms of Fourier-Stieltjes transforms
• The concentration of measure phenomenon
• Variations on the Berry--Esseen Theorem
• Weighted Poincaré-type inequalities for Cauchy and other convex measures

Cited in

(10)

• The Chebyshev-Edgeworth correction in the central limit theorem for integer-valued independent summands
• Central limit theorem for the Edwards model
• Asymptotic expansions and two-sided bounds in randomized central limit theorems
• Inference via randomized test statistics
• Weighted sums and Berry-Esseen type estimates in free probability theory
• Khinchine's theorem and Edgeworth approximations for weighted sums
• 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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