Second-order approximation in the conditional central limit theorem

DOI10.1214/aop/1176992630zbMath0595.60024OpenAlexW1970742630MaRDI QIDQ1077804

Lothar Rogge, Dieter Landers

Publication date: 1986

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176992630

zbMATH Keywords

rate of convergenceconditional central limit theoremmodified Edgeworth expansion

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50)

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Asymptotic expansions in the conditional central limit theorem, Sharp orders of convergence in the random central limit theorem