Asymptotic constants for minimal distance in the central limit theorem

DOI10.1214/ECP.v16-1609zbMath1225.60047MaRDI QIDQ638248

Emmanuel Rio

Publication date: 9 September 2011

Published in: Electronic Communications in Probability (Search for Journal in Brave)

Full work available at URL: http://www.emis.de/journals/EJP-ECP/_ejpecp/ECP/viewarticled8ef.html

zbMATH Keywords

Cornish-Fisher expansionWasserstein distanceEsseen's mean central limit theoremminimal metric

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05)

Related Items (11)

The implementation of Milstein scheme in two-dimensional SDEs using the Fourier method ⋮ Entropic approach to E. Rio's central limit theorem for \(W_2\) transport distance ⋮ A high-dimensional CLT in \(\mathcal {W}_2\) distance with near optimal convergence rate ⋮ The implementation of approximate coupling in two-dimensional SDEs with invertible diffusion terms ⋮ Cornish-Fisher expansions about the \(F\)-distribution ⋮ The CLT in high dimensions: quantitative bounds via martingale embedding ⋮ A multi-dimensional central limit bound and its application to the euler approximation for Lévy-SDEs ⋮ Berry-Esseen bounds and Edgeworth expansions in the central limit theorem for transport distances ⋮ Donsker-type theorem for BSDEs: rate of convergence ⋮ Edgeworth–Cornish–Fisher–Hill–Davis expansions for normal and non-normal limits via Bell polynomials ⋮ Existence of Stein kernels under a spectral gap, and discrepancy bounds

This page was built for publication: Asymptotic constants for minimal distance in the central limit theorem