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

DOI10.3103/S106653071103001XzbMATH Open1239.60016arXiv1104.3759MaRDI QIDQ647753FDOQ647753

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)

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.

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

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zbMATH Keywords

central limit theoremEdgeworth expansionfractional derivatives

Mathematics Subject Classification ID

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

Cites Work

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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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