On the Convergence of Moments in the Central Limit Theorem
From MaRDI portal
Publication:5514922
DOI10.1214/aoms/1177700055zbMath0139.35301OpenAlexW2048108215WikidataQ106697703 ScholiaQ106697703MaRDI QIDQ5514922
Publication date: 1965
Published in: The Annals of Mathematical Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aoms/1177700055
Related Items (50)
Expansions for U-statistics and von Mises functionals ⋮ Fractional absolute moments of heavy tailed distributions ⋮ Expansion of moments of Bernstein polynomials ⋮ On asymptotic expansion of the moments of smooth functions in the central limit theorem ⋮ On the asymptotic regret of a sequential procedure for estimating the mean of a normal distribution ⋮ Uniform integrability of the OLS estimators, and the convergence of their moments ⋮ Sequential point estimation procedures for the parameter of a family of distributions ⋮ Minimizing \(L_ 1\) distance in nonparametric density estimation ⋮ Asymptotics of absolute moments of sums of a random number of independent random variables ⋮ Second order sequential estimation of the mean exponential survival time under random censoring ⋮ A double-sequential sampling scheme ⋮ Some estimates of the normal approximation for independent non-identically distributed random variables ⋮ Mean absolute deviations of sample means and minimally concentrated binomials ⋮ Inequalities for sums of random variables and the characterization of homogeneity ⋮ Formulae for absolute moments ⋮ A multiply-sequential sampling scheme ⋮ Extreme order statistics of random walks ⋮ Some estimates of normal approximation for the distribution of a sum of a random number of independent random variables ⋮ Refinements of Berry-Esseen inequalities in terms of Lyapunov coefficients ⋮ On the Rate of Convergence of Moments in the Central Limit Theorem for Lattice Distributions ⋮ Some inequalities for absolute moments ⋮ A note on two-stage point estimation in bernoulitrials ⋮ A bayesian approach to sequential estimation without using the ⋮ Positive-part moments via characteristic functions, and more general expressions ⋮ Some inequalities for absolute moments of feasible acceptable random variables ⋮ On calculation of moments of ladder heights ⋮ A nonparametric sequential test with power 1 for the ruin probability in some risk models ⋮ A note on moment bounds for strong mixing sequences ⋮ Positive-part moments via the Fourier-Laplace transform ⋮ Sharp estimates in signed Poisson approximation of Poisson mixtures ⋮ A note on concentration functions ⋮ Asymptotic expansions in the central limit theorem under moment conditions ⋮ Formulas of absolute moments ⋮ A direct approach to the stable distributions ⋮ General theorems on rates of convergence in distribution of random variables I. General limit theorems ⋮ A central limit theorem for operators ⋮ Approximation of partial sums in certain Banach spaces ⋮ On convergence of derivatives of Voronovskaja-type expansion for Bernstein type operators ⋮ Extending the scope of empirical likelihood ⋮ On the dense preferential attachment graph models and their graphon induced counterpart ⋮ Moment bounds for stationary mixing sequences ⋮ Fixed-accuracy confidence interval estimation of \(P(X<Y)\) under a geometric-exponential model ⋮ On the moment absolute deviation of order statistics from uniform distribution ⋮ An optimal Berry-Esseen type theorem for integrals of smooth functions ⋮ A limit distribution of the square error deviation of nonparametric estimators of the regression function ⋮ A limit distribution of the square error deviation of nonparametric estimators of the regression function ⋮ DISTANCE-k GRAPHS OF HYPERCUBE AND q-HERMITE POLYNOMIALS ⋮ THE SPECTRUM OF RANDOM KERNEL MATRICES: UNIVERSALITY RESULTS FOR ROUGH AND VARYING KERNELS ⋮ Asymptotic expansions based on smooth functions in the central limit theorem ⋮ Probabilistic Stirling numbers of the second kind and applications
This page was built for publication: On the Convergence of Moments in the Central Limit Theorem
