Berry-Esseen bounds for typical weighted sums

DOI10.1214/18-EJP195zbMath1414.60012arXiv1709.06848OpenAlexW2964345648MaRDI QIDQ1990225

Sergey G. Bobkov, Gennadiy P. Chistyakov, Friedrich Götze

Publication date: 25 October 2018

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

Full work available at URL: https://arxiv.org/abs/1709.06848

zbMATH Keywords

normal approximationSudakov's typical distributions

Mathematics Subject Classification ID

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

Related Items (8)

Non-asymptotic properties of spectral decomposition of large Gram-type matrices and applications ⋮ Inference via randomized test statistics ⋮ Anticoncentration and Berry-Esseen bounds for random tensors ⋮ A multivariate CLT for weighted sums with rate of convergence of order \(O(1/n)\) ⋮ Higher order concentration on Stiefel and Grassmann manifolds ⋮ Edgeworth Corrections in Randomized Central Limit Theorems ⋮ Poincaré inequalities and normal approximation for weighted sums ⋮ Normal approximation for weighted sums under a second-order correlation condition

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