Normal approximation for weighted sums under a second-order correlation condition

DOI10.1214/19-AOP1388zbMath1476.60008arXiv1906.09063MaRDI QIDQ784166

Friedrich Götze, Gennadiy P. Chistyakov, Sergey G. Bobkov

Publication date: 31 July 2020

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1906.09063

zbMATH Keywords

Kolmogorov distancenormal approximationweighted sumSudakov's typical distribution

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Probability distributions: general theory (60E05) Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12)

Related Items (3)

Inference via randomized test statistics ⋮ Higher order concentration on Stiefel and Grassmann manifolds ⋮ Poincaré inequalities and normal approximation for weighted sums

Cites Work

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