On Nonuniform Convergence Rate Estimates in the Central Limit Theorem

DOI10.1137/S0040585X97985789zbMath1274.60071OpenAlexW2067248888MaRDI QIDQ5298804

Yu. S. Nefedova, I. G. Shevtsova

Publication date: 14 June 2013

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s0040585x97985789

zbMATH Keywords

Berry-Esseen inequalityCentral limit theoremabsolute constant

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Stationary stochastic processes (60G10)

Related Items (9)

Bounds of the accuracy of the normal approximation to the distributions of random sums under relaxed moment conditions ⋮ A refinement of non-uniform estimates of the rate of convergence in the central limit theorem under the existence of moments of orders no higher than two ⋮ Refinements of Berry-Esseen inequalities in terms of Lyapunov coefficients ⋮ On the accuracy of the approximation of the complex exponent by the first terms of its Taylor expansion with applications ⋮ Berry-Esseen bounds and Edgeworth expansions in the central limit theorem for transport distances ⋮ On convergence rate in CLT for smooth distributions ⋮ Nonuniform Approximations for Sums of Discrete m-Dependent Random Variables ⋮ A Moment Inequality with Application to Convergence Rate Estimates in the Global CLT for Poisson-Binomial Random Sums ⋮ In the folds of the central limit theorem: Lévy walks, large deviations and higher-order anomalous diffusion

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