Berry-Esseen bounds and Edgeworth expansions in the central limit theorem for transport distances

DOI10.1007/s00440-017-0756-2zbMath1414.60011OpenAlexW2572853671MaRDI QIDQ681520

Sergey G. Bobkov

Publication date: 12 February 2018

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00440-017-0756-2

zbMATH Keywords

central limit theoremEdgeworth expansionscouplingtransport distances

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Inequalities; stochastic orderings (60E15) Central limit and other weak theorems (60F05)

Related Items

Wasserstein-2 bounds in normal approximation under local dependence, Convergence in distribution norms in the CLT for non identical distributed random variables, Quadratic transportation cost in the conditional central limit theorem for dependent sequences, Rates of convergence in the central limit theorem for the elephant random walk with random step sizes, The Poisson binomial distribution -- old \& new, Wasserstein-\(p\) bounds in the central limit theorem under local dependence, The CLT in high dimensions: quantitative bounds via martingale embedding, A multi-dimensional central limit bound and its application to the euler approximation for Lévy-SDEs, Equidistribution of random walks on compact groups. II: The Wasserstein metric, Sharp connections between Berry-Esseen characteristics and Edgeworth expansions for stationary processes, Multivariate approximations in Wasserstein distance by Stein's method and Bismut's formula, Stein kernels and moment maps

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