Estimates of the rate of approximation in a de-Poissonization lemma (Q1863438)
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scientific article; zbMATH DE number 1879951
| Language | Label | Description | Also known as |
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| English | Estimates of the rate of approximation in a de-Poissonization lemma |
scientific article; zbMATH DE number 1879951 |
Statements
Estimates of the rate of approximation in a de-Poissonization lemma (English)
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11 March 2003
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The author presents estimates of the rate of approximation in a de-Poissonization lemma of \textit{J. Beirlant} and \textit{D. M. Mason} [Math. Methods Stat. 4, 1-19 (1995; Zbl 0831.62019)] for the case where the distributions belong to some classes of distributions with finite exponential moments which are close to Gaussian ones.
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strong approximation
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Prokhorov distance
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central limit theorem
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