Explicit bounds for the departure from normality of sums of dependent random variables

DOI10.1007/BF01902589zbMath0429.60014MaRDI QIDQ3866831

Roy V. Erickson, Neville C. Weber, Malcolm Quine

Publication date: 1979

Published in: Acta Mathematica Academiae Scientiarum Hungaricae (Search for Journal in Brave)

zbMATH Keywords

stopping timesums of dependent random variablesSkorokhod imbedding principle

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Sums of independent random variables; random walks (60G50) Limit theorems in probability theory (60F99)

Related Items (5)

On the integrated squared error of the linear wavelet density estimator ⋮ Another view on martingale central limit theorems ⋮ On the rate of convergence in the central limit theorem for discounted sums of martingle differences ⋮ Central limit theorem and weak law of large numbers with rates for martingales in Banach spaces ⋮ On an improved rate of convergence to normality for sums of dependent random variables with applications to stochastic approximation

Cites Work

• Unnamed Item
• Distribution function inequalities for martingales
• Dependent central limit theorems and invariance principles
• On the rate of convergence to normality for sums of dependent random variables
• On the Departure from Normality of a Certain Class of Martingales

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