Fisher information and the central limit theorem

Bobkov SG, Chistyakov GP, Götze F (2014)
Probability Theory and Related Fields 159(1-2): 1-59.

Zeitschriftenaufsatz | Veröffentlicht | Englisch
 
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Autor/in
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Abstract / Bemerkung
An Edgeworth-type expansion is established for the relative Fisher information distance to the class of normal distributions of sums of i.i.d. random variables, satisfying moment conditions. The validity of the central limit theorem is studied via properties of the Fisher information along convolutions.
Stichworte
Entropy; Central limit theorem; expansions; Entropic distance; Edgeworth-type
Erscheinungsjahr
2014
Zeitschriftentitel
Probability Theory and Related Fields
Band
159
Ausgabe
1-2
Seite(n)
1-59
ISSN
0178-8051
Page URI
https://pub.uni-bielefeld.de/record/2681719

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Bobkov SG, Chistyakov GP, Götze F. Fisher information and the central limit theorem. Probability Theory and Related Fields. 2014;159(1-2):1-59.
Bobkov, S. G., Chistyakov, G. P., & Götze, F. (2014). Fisher information and the central limit theorem. Probability Theory and Related Fields, 159(1-2), 1-59. doi:10.1007/s00440-013-0500-5
Bobkov, S. G., Chistyakov, G. P., and Götze, F. (2014). Fisher information and the central limit theorem. Probability Theory and Related Fields 159, 1-59.
Bobkov, S.G., Chistyakov, G.P., & Götze, F., 2014. Fisher information and the central limit theorem. Probability Theory and Related Fields, 159(1-2), p 1-59.
S.G. Bobkov, G.P. Chistyakov, and F. Götze, “Fisher information and the central limit theorem”, Probability Theory and Related Fields, vol. 159, 2014, pp. 1-59.
Bobkov, S.G., Chistyakov, G.P., Götze, F.: Fisher information and the central limit theorem. Probability Theory and Related Fields. 159, 1-59 (2014).
Bobkov, Sergey G., Chistyakov, Gennadiy P., and Götze, Friedrich. “Fisher information and the central limit theorem”. Probability Theory and Related Fields 159.1-2 (2014): 1-59.