Upper bounds for minimal distances in the central limit theorem

DOI10.1214/08-AIHP187zbMath1175.60020MaRDI QIDQ731737

Publication date: 8 October 2009

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/78045

zbMATH Keywords

rates of convergence Wasserstein distance Esseen's mean central limit theorem Fréchet-Dall'Aglio minimal metric global central limit theorem

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05)

Related Items

HIGHER-ORDER RUNGE-KUTTA METHOD FOR ITÔ STOCHASTIC DIFFERENTIAL EQUATIONS WITH A NON-DEGENERATE DIFFUSION MATRIX, Wasserstein-2 bounds in normal approximation under local dependence, On the role of skewness and kurtosis in tempered stable (CGMY) Lévy models in finance, Rates of convergence in the central limit theorem for nonlinear statistics under relaxed moment conditions, Rates of convergence in the central limit theorem for martingales in the non stationary setting, Wasserstein and total variation distance between marginals of Lévy processes, Weighted Zolotarev metrics and the Kantorovich metric, Convergence in distribution norms in the CLT for non identical distributed random variables, The implementation of Milstein scheme in two-dimensional SDEs using the Fourier method, A refined Cramér-type moderate deviation for sums of local statistics, Entropic approach to E. Rio's central limit theorem for \(W_2\) transport distance, A high-dimensional CLT in \(\mathcal {W}_2\) distance with near optimal convergence rate, About the conditional value at risk of partial sums, Berry-Esseen bounds in the entropic central limit theorem, Simulation of the drawdown and its duration in Lévy models via stick-breaking Gaussian approximation, 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, Explicit order \( \frac{3}{2} \) Runge-Kutta method for numerical solutions of stochastic differential equations by using Itô-Taylor expansion, The implementation of approximate coupling in two-dimensional SDEs with invertible diffusion terms, On some connections between Esscher's tilting, saddlepoint approximations, and optimal transportation: a statistical perspective, The Poisson binomial distribution -- old \& new, Wasserstein-\(p\) bounds in the central limit theorem under local dependence, Functional estimation in log-concave location families, Stein's method for normal approximation in Wasserstein distances with application to the multivariate central limit theorem, 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, Implementable coupling of Lévy process and Brownian motion, Berry-Esseen bounds and Edgeworth expansions in the central limit theorem for transport distances, Asymptotic of grazing collisions and particle approximation for the Kac equation without Cutoff, The Multilevel Monte Carlo method used on a Lévy driven SDE, On Kac's chaos and related problems, THE IMPLEMENTATION OF MILSTEIN SCHEME IN TWO-DIMENSIONAL SDES USING NON-DEGENERACY FOR THE DIFFUSION TERM, Donsker-type theorem for BSDEs: rate of convergence, Stein's method for asymmetric \(\alpha \)-stable distributions, with application to the stable CLT, Existence of Stein kernels under a spectral gap, and discrepancy bounds, Wasserstein distance error bounds for the multivariate normal approximation of the maximum likelihood estimator, One-dimensional empirical measures, order statistics, and Kantorovich transport distances, Transport inequalities on Euclidean spaces for non-Euclidean metrics, Estimation of smooth functionals in high-dimensional models: bootstrap chains and Gaussian approximation, On Stein's factors for Poisson approximation in Wasserstein distance with nonlinear transportation costs

Cites Work