Fast rates of convergence in the central limit theorem

DOI10.1007/BF00534201zbMath0508.60024MaRDI QIDQ4746573

Hall, Peter

Publication date: 1983

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)

zbMATH Keywords

rates of convergencecentral limit theoremuniform metric

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05)

Related Items (2)

The accuracy of merging approximation in generalized St. Petersburg games ⋮ Two-sided bounds for nonuniform rates of convergence in the central limit theorem

Cites Work

• Characterizing the rate of convergence in the central limit theorem
• Generalisation and application of some results of Ibragimov on convergence to normality
• Some \(L_p\) versions for the central limit theorem
• Fourier analysis of distribution functions. A mathematical study of the Laplace-Gaussian law
• On the Precision of an Estimate of the Remainder Term in the Central Limit Theorem
• Characterizing the rate of convergence in the central limit theorem. II
• On the Accuracy of Approximation in the Central Limit Theorem
• On the influence of moments on the rate of convergence to the normal distribution
• On the Accuracy of Gaussian Approximation to the Distribution Functions of Sums of Independent Variables
• Some properties of metrics in a study on convergence to normality
• On the implication of a certain rate of convergence to normality
• On the influence of moments on approximations by portion of a Chebyshev series in central limit convergence
• On the convergence of convolutions of distributions with regularly varying tails
• On Asymptotic Expansions for Distribution Functions of Sums of Independent Random Variables
• Regularly varying functions
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