Asymptotically optimal Berry-Esseen-type bounds for distributions with an absolutely continuous part
From MaRDI portal
Publication:619794
DOI10.1016/j.jspi.2010.09.026zbMath1328.60061OpenAlexW1999210659MaRDI QIDQ619794
Publication date: 18 January 2011
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jspi.2010.09.026
rate of convergencecentral limit theoremBerry-Esseen theoremEdgeworth expansions to the CLTKolmogorov and total variation distance
Central limit and other weak theorems (60F05) Approximations to statistical distributions (nonasymptotic) (62E17)
Related Items (2)
Explicit non-asymptotic bounds for the distance to the first-order Edgeworth expansion ⋮ Penultimate gamma approximation in the CLT for skewed distributions
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- A new method for obtaining sharp compound Poisson approximation error estimates for sums of locally dependent random variables
- On improving Uspensky-Sherman'n normal approximation by an Edgeworth-expansion approximation
- When does Edgeworth beat Berry and Esséen? Numerical evaluations of Edgeworth expansions
- Shortening the distance between Edgeworth and Berry-Esseen in the classical case
- On the distance between convex-ordered random variables, with applications
- Probability Metrics
- STEIN'S METHOD AND THE BERRY-ESSÉEN THEOREM
- Approximation of sums by compound Poisson distributions with respect to stop-loss distances
- Variance inequalities for covariance kernels and applications to central limit theorems
- Uniform Estimates of the Rate of Convergence in the Multi-Dimensional Central Limit Theorem
- On Convergence in the Mean for Densities
- Modern Theory of Summation of Random Variables
- The s-convex orders among real random variables, with applications
- Normal Approximation
- An Introduction to Stein's Method
- Mass transhipment problems and ideal metrics
- Sharpening of the Upper Bound of the Absolute Constant in the Berry–Esseen Inequality
- A non-uniform Berry-Esseen bound via Stein's method
This page was built for publication: Asymptotically optimal Berry-Esseen-type bounds for distributions with an absolutely continuous part
