Non-uniform bounds in local limit theorems in case of fractional moments. I

DOI10.3103/S106653071103001XMaRDI QIDQ647753zbMATH OpenFDO

Authors S. G. Bobkov, Gennadiy P. Chistyakov, Friedrich Götze

Publication date 24 November 2011

Published in Mathematical Methods of Statistics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1104.3759

zbMATH Keywords

central limit theoremEdgeworth expansionfractional derivatives

Mathematics Subject Classification ID

Characteristic functions; other transforms (60E10) Central limit and other weak theorems (60F05)

Abstract: Edgeworth-type expansions for convolutions of probability densities and powers of the characteristic functions with non-uniform error terms are established for i.i.d. random variables with finite (fractional) moments of order $sgeq2$, where $s$ may be noninteger.

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• On Convergence in the Mean for Densities

Cited in

(11)

• Non-uniform bounds in local limit theorems in case of fractional moments. II
• Non-uniform bounds and Edgeworth expansions in self-normalized limit theorems
• Fractional Edgeworth expansions for one-dimensional heavy-tailed random variables and applications
• Rényi divergence and the central limit theorem
• Non-uniform bounds and Edgeworth expansions in self-normalized limit theorems
• Rate of convergence and Edgeworth-type expansion in the entropic central limit theorem
• Asymptotic expansions for products of characteristic functions under moment assumptions of non-integer orders
• The entropic Erdős-Kac limit theorem
• Corrections to the central limit theorem for heavy-tailed probability densities
• Fisher information and the central limit theorem
• Berry-Esseen estimates for regenerative processes under weak moment assumptions

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