Approximation by distributions of sums of smoothly dependent random variables
type: Item
instance of: scholarly article
title: Approximation by distributions of sums of smoothly dependent random variables
zbMATH Open document ID: 0603.60021
DOI: 10.1007/BF00968330
author: P. P. Gudinas
published in: Lithuanian Mathematical Journal
publication date: 1985-01-01T00:00:00Z
review text: Zolotarev's method of probability metrics is used for estimating the accuracy in approximating the distributions of sums of dependent random variables by the distributions of sums of smoothly dependent random variables.
Mathematics Subject Classification ID: 60F05
Mathematics Subject Classification ID: 60B12
Mathematics Subject Classification ID: 60G50
Mathematics Subject Classification ID: 60G42
zbMATH DE Number: 3973950
zbMATH Keywords: rate of convergence
zbMATH Keywords: pseudomoments
zbMATH Keywords: method of probability metrics
zbMATH Keywords: sums of dependent random variables
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 3973950