\(L_\infty\)-bound for asymptotic normality of weakly dependent summands using Stein's result

DOI10.1214/AOP/1176994375zbMath0465.60033OpenAlexW1965525443MaRDI QIDQ1154737

H.Takahata

Publication date: 1981

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

Full work available at URL: https://doi.org/10.1214/aop/1176994375

zbMATH Keywords

mixingrate of the normal approximation

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Stationary stochastic processes (60G10)

Related Items (6)

Approximation of distributions of sums of weakly dependent random variables by the normal distribution ⋮ Local alignment of Markov chains ⋮ Estimate of the bounded Lipschitz metric for sums of weakly dependent random variables ⋮ Test de différence de contrastes et somme pondérée de khi‐deux ⋮ Rate of convergence in the central limit theorem for random variables with strong mixing ⋮ On the rates in the central limit theorem for weakly dependent random fields

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