New Berry-Esseen and Wasserstein bounds in the CLT for non-randomly centered random sums by probabilistic methods

zbMath1331.60047arXiv1504.05938MaRDI QIDQ3465404

Christian Döbler

Publication date: 21 January 2016

Full work available at URL: https://arxiv.org/abs/1504.05938

zbMATH Keywords

random sumsStein's methodcentral limit theoremKolmogorov distanceBerry-Esseen boundsWasserstein distancesize bias couplingszero bias couplings

Mathematics Subject Classification ID

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

Related Items (9)

On the normal approximation under some condition for a differential equation of the characteristic function ⋮ Berry-Esseen bounds for functionals of independent random variables ⋮ On the rate of convergence in the global central limit theorem for random sums of independent random variables ⋮ Gamma, Gaussian and Poisson approximations for random sums using size-biased and generalized zero-biased couplings ⋮ Unnamed Item ⋮ Unnamed Item ⋮ Lindeberg's method for moderate deviations and random summation ⋮ Convergence Rate Estimates in the Global CLT for Compound Mixed Poisson Distributions ⋮ Relaxing the Gaussian assumption in shrinkage and SURE in high dimension

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