More on the nonuniform Berry--Esseen bound
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Publication:6239301
arXiv1302.0516MaRDI QIDQ6239301FDOQ6239301
Authors: Iosif Pinelis 
Publication date: 3 February 2013
Abstract: Certain smoothing inequalities were proposed in the recent paper posted on arXiv at arxiv:1301.2828 in order to lessen the very large gap between the best correctly established upper and lower bounds on the constant factor in the nonuniform Berry-Esseen bound. As an illustration of the possible uses of those inequalities, a quick proof of Nagaev's classical nonuniform bound was given there. Here we describe another, apparently more effective class of smoothing inequalities, and give a yet quicker and simpler proof of Nagaev's result.
Inequalities; stochastic orderings (60E15) Approximations to statistical distributions (nonasymptotic) (62E17)
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