Characterizing the rate of convergence in the central limit theorem

DOI10.1214/aop/1176994566zbMath0456.60018OpenAlexW2063518863MaRDI QIDQ1150939

Hall, Peter

Publication date: 1980

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

Full work available at URL: https://doi.org/10.1214/aop/1176994566

zbMATH Keywords

rate of convergencecentral limit theoremasymptotic upper and lower bounds

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50)

Related Items (10)

Two-sided bounds and leading term for rates of convergence in the multivariate central limit theorem ⋮ Berry-Esseen bounds for standardized subordinators via moduli of smoothness ⋮ A lower bound for the normal approximation of U-statistics ⋮ On a lower bound of the rate of convergence in the central limit theorem for \(m\)-dependent random variables ⋮ Refining the central limit theorem approximation via extreme value theory ⋮ Every random variable satisfies a certain nontrivial integrability condition ⋮ Two-sided bounds on the rate of convergence to a stable law ⋮ Two-sided bounds for nonuniform rates of convergence in the central limit theorem ⋮ Fast rates of convergence in the central limit theorem ⋮ On the normal approximation of U-statistics of degree two

This page was built for publication: Characterizing the rate of convergence in the central limit theorem