Some estimates in the central limit theorem for \(\varphi\)-mixing random variables (Q1366391)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Some estimates in the central limit theorem for \(\varphi\)-mixing random variables |
scientific article; zbMATH DE number 1059810
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Some estimates in the central limit theorem for \(\varphi\)-mixing random variables |
scientific article; zbMATH DE number 1059810 |
Statements
Some estimates in the central limit theorem for \(\varphi\)-mixing random variables (English)
0 references
30 October 1997
0 references
Some weighted sup-norm estimates are proved for the difference \(|Eh(Z_n)- Eh({\mathcal N})|\), where \(Z_n\) is a sum of \(\varphi\)-mixing random variables and \(\mathcal N\) has a standard normal distribution. No boundedness, but some smoothness conditions on the function \(h\) are assumed.
0 references
central limit theorem
0 references
convergence rate
0 references
mixing random variables
0 references
normal approximation
0 references
0 references
0.9556085
0 references
0.9471555
0 references
0.9426386
0 references
0.9376746
0 references
0.93305445
0 references
0.93226635
0 references
