RATE OF CONVERGENCE AND EDGEWORTH-TYPE EXPANSION IN THE ENTROPIC CENTRAL LIMIT THEOREM

Bobkov SG, Chistyakov GP, Götze F (2013)
The Annals Of Probability 41(4): 2479-2512.

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Autor*in
Bobkov, Sergey G.; Chistyakov, Gennadiy P.; Götze, FriedrichUniBi
Abstract / Bemerkung
An Edgeworth-type expansion is established for the entropy distance to the class of normal distributions of sums of i.i.d. random variables or vectors, satisfying minimal moment conditions.
Stichworte
central limit theorem; Entropy; entropic distance; Edgeworth-type; expansions
Erscheinungsjahr
2013
Zeitschriftentitel
The Annals Of Probability
Band
41
Ausgabe
4
Seite(n)
2479-2512
ISSN
0091-1798
Page URI
https://pub.uni-bielefeld.de/record/2622291

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Bobkov SG, Chistyakov GP, Götze F. RATE OF CONVERGENCE AND EDGEWORTH-TYPE EXPANSION IN THE ENTROPIC CENTRAL LIMIT THEOREM. The Annals Of Probability. 2013;41(4):2479-2512.
Bobkov, S. G., Chistyakov, G. P., & Götze, F. (2013). RATE OF CONVERGENCE AND EDGEWORTH-TYPE EXPANSION IN THE ENTROPIC CENTRAL LIMIT THEOREM. The Annals Of Probability, 41(4), 2479-2512. doi:10.1214/12-AOP780
Bobkov, S. G., Chistyakov, G. P., and Götze, F. (2013). RATE OF CONVERGENCE AND EDGEWORTH-TYPE EXPANSION IN THE ENTROPIC CENTRAL LIMIT THEOREM. The Annals Of Probability 41, 2479-2512.
Bobkov, S.G., Chistyakov, G.P., & Götze, F., 2013. RATE OF CONVERGENCE AND EDGEWORTH-TYPE EXPANSION IN THE ENTROPIC CENTRAL LIMIT THEOREM. The Annals Of Probability, 41(4), p 2479-2512.
S.G. Bobkov, G.P. Chistyakov, and F. Götze, “RATE OF CONVERGENCE AND EDGEWORTH-TYPE EXPANSION IN THE ENTROPIC CENTRAL LIMIT THEOREM”, The Annals Of Probability, vol. 41, 2013, pp. 2479-2512.
Bobkov, S.G., Chistyakov, G.P., Götze, F.: RATE OF CONVERGENCE AND EDGEWORTH-TYPE EXPANSION IN THE ENTROPIC CENTRAL LIMIT THEOREM. The Annals Of Probability. 41, 2479-2512 (2013).
Bobkov, Sergey G., Chistyakov, Gennadiy P., and Götze, Friedrich. “RATE OF CONVERGENCE AND EDGEWORTH-TYPE EXPANSION IN THE ENTROPIC CENTRAL LIMIT THEOREM”. The Annals Of Probability 41.4 (2013): 2479-2512.