On approximating probabilities for small and large deviations in \(R^{d1}\)
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Publication:917144
DOI10.1214/aop/1176990856zbMath0704.60018OpenAlexW2036628432MaRDI QIDQ917144
Thomas Höglund, Lars Holst, John Robinson, Malcolm Quine
Publication date: 1990
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aop/1176990856
central limit theoremEdgeworth expansionsrandom sums of independent non-identically distributed random variables
Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05) Large deviations (60F10)
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