Bounds on the constant in the mean central limit theorem
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Publication:989192
DOI10.1214/10-AOP527zbMath1195.60034arXiv0906.5145MaRDI QIDQ989192
Publication date: 30 August 2010
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0906.5145
Related Items (24)
Upper bounds for superquantiles of martingales ⋮ Berry-Esseen bounds for functionals of independent random variables ⋮ A closeness estimate for probability distribution and its zero bias transformation ⋮ On the rate of convergence in the global central limit theorem for random sums of independent random variables ⋮ A square bias transformation of probability distributions: some properties and applications ⋮ \(L_1\) bounds for asymptotic normality of random sums of independent random variables ⋮ On the normal approximation of a binomial random sum ⋮ The Poisson binomial distribution -- old \& new ⋮ Bayesian Modeling of Sequential Discoveries ⋮ Some optimal bounds in the central limit theorem using zero biasing ⋮ Polynomial Propagation of Moments in Stochastic Differential Equations ⋮ Some estimates of normal approximation for the distribution of a sum of a random number of independent random variables ⋮ Zero bias transformation and asymptotic expansions ⋮ Exact Lower Bounds on the Exponential Moments of Truncated Random Variables ⋮ Stein approximation for functionals of independent random sequences ⋮ Distributional transformations without orthogonality relations ⋮ \(L_1\) bounds for some martingale central limit theorems ⋮ Refining the central limit theorem approximation via extreme value theory ⋮ Malliavin and Dirichlet structures for independent random variables ⋮ Poisson approximation in terms of the Gini-Kantorovich distance ⋮ Stein's method of normal approximation: some recollections and reflections ⋮ Convergence Rate of Random Geometric Sum Distributions to the Laplace Law ⋮ Zero Biasing and Jack Measures ⋮ An optimal Berry-Esseen type theorem for integrals of smooth functions
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