On estimation of the approximation error in asymptotic expansions in the central limit theorem (Q1850767)
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scientific article; zbMATH DE number 1848095
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On estimation of the approximation error in asymptotic expansions in the central limit theorem |
scientific article; zbMATH DE number 1848095 |
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On estimation of the approximation error in asymptotic expansions in the central limit theorem (English)
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26 June 2003
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This paper examines the approximation error in asymptotic expansions in the central limit theorem for independent identically distributed random variables with finite variance. The estimates are based on the Chebyshev-Hermite polynomials and accurate estimates of the characteristic functions.
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central limit theorem
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asymptotic expansions
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Chebyshev-Hermite polynomials
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independent random variables
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quasi moments
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