Bounds for the accuracy of invalid normal approximation

zbMath1493.60048arXiv2010.13138MaRDI QIDQ5090257

Alexandra Dorofeeva, V. Yu. Korolev, Alexander I. Zejfman

Publication date: 18 July 2022

Full work available at URL: https://arxiv.org/abs/2010.13138

zbMATH Keywords

central limit theoremheavy tailsstable distributionuniform distanceaccuracy of the normal approximation

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05) Order statistics; empirical distribution functions (62G30) Sums of independent random variables; random walks (60G50) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Cites Work

• On the absolute constants in the Berry-Esseen-type inequalities
• Pre-limit theorems and their applications
• Bounds of the accuracy of the normal approximation to the distributions of random sums under relaxed moment conditions
• An improvement of the Berry–Esseen inequality with applications to Poisson and mixed Poisson random sums
• Inequalities for the $r$th Absolute Moment of a Sum of Random Variables, $1 \leqq r \leqq 2$
• Unnamed Item
• Unnamed Item

This page was built for publication: Bounds for the accuracy of invalid normal approximation