Approximate central limit theorems

DOI10.1007/s10959-017-0744-6zbMath1404.60032arXiv1612.07950OpenAlexW2566277741MaRDI QIDQ1800947

Ben Berckmoes, Geert Molenberghs

Publication date: 26 October 2018

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1612.07950

zbMATH Keywords

Prokhorov metricKolmogorov metricLindeberg indexLindeberg-Feller central limit theoremStein's MethodWasserstein Metric

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05)

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Stein's method and a quantitative Lindeberg CLT for the Fourier transforms of random vectors
• Distances on probability measures and random variables
• Multivariate normal approximation using Stein's method and Malliavin calculus
• An isometric study of the Lindeberg-Feller central limit theorem via Stein's method
• On Stein’s method for multivariate normal approximation
• STEIN'S METHOD AND THE BERRY-ESSÉEN THEOREM
• Normal Approximation by Stein’s Method
• An Introduction to Stein's Method
• Index Analysis
• Refinement of Lindeberg’s Theorem
• On the Berry-Esseen theorem
• A non-uniform Berry-Esseen bound via Stein's method