Lower Bounds for Divergence in Central Limit Theorem

DOI10.1016/j.endm.2005.07.076zbMath1158.60327OpenAlexW2092072262MaRDI QIDQ3439273

Peter Harremoës

Publication date: 29 May 2007

Published in: Electronic Notes in Discrete Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.endm.2005.07.076

zbMATH Keywords

rate of convergencecentral limit theoremmaximum entropykurtosisHermite polynomialskewnesscumulantinformation divergence

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Measures of information, entropy (94A17)

Related Items (1)

Maximum Entropy Approximations for Asymptotic Distributions of Smooth Functions of Sample Means

Cites Work

• Fisher information inequalities and the central limit theorem
• The Relation Between a Rate of Convergence of Moments of Normed Sums and the Chebyshev-Hermite Models
• Information Theory and Statistical Mechanics
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