Improved Approximation of the Sum of Random Vectors by the Skew Normal Distribution
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Publication:5169738
DOI10.1239/jap/1402578637zbMath1304.60030MaRDI QIDQ5169738
Marcus C. Christiansen, Nicola M. R. Loperfido
Publication date: 11 July 2014
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1239/jap/1402578637
central limit theorem; order of convergence; skewness; Cramer's condition; skew normal; third-order tensor
60F05: Central limit and other weak theorems
62E17: Approximations to statistical distributions (nonasymptotic)
15A69: Multilinear algebra, tensor calculus
60B12: Limit theorems for vector-valued random variables (infinite-dimensional case)
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Uses Software
Cites Work
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