Poincare inequalities and normal approximation for weighted sums

Bobkov SG, Chistyakov G, Götze F (2020)
Electronic Journal of Probability 25: 155.

Zeitschriftenaufsatz | Veröffentlicht | Englisch
 
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Abstract / Bemerkung
Under Poincare-type conditions, upper bounds are explored for the Kolmogorov distance between the distributions of weighted sums of dependent summands and the normal law. Based on improved concentration inequalities on high-dimensional Euclidean spheres, the results extend and refine previous results to non-symmetric models.
Stichworte
typical distributions; normal approximation; central limit theorem
Erscheinungsjahr
2020
Zeitschriftentitel
Electronic Journal of Probability
Band
25
Art.-Nr.
155
eISSN
1083-6489
Page URI
https://pub.uni-bielefeld.de/record/2950253

Zitieren

Bobkov SG, Chistyakov G, Götze F. Poincare inequalities and normal approximation for weighted sums. Electronic Journal of Probability. 2020;25: 155.
Bobkov, S. G., Chistyakov, G., & Götze, F. (2020). Poincare inequalities and normal approximation for weighted sums. Electronic Journal of Probability, 25, 155. doi:10.1214/20-EJP549
Bobkov, S. G., Chistyakov, G., and Götze, F. (2020). Poincare inequalities and normal approximation for weighted sums. Electronic Journal of Probability 25:155.
Bobkov, S.G., Chistyakov, G., & Götze, F., 2020. Poincare inequalities and normal approximation for weighted sums. Electronic Journal of Probability, 25: 155.
S.G. Bobkov, G. Chistyakov, and F. Götze, “Poincare inequalities and normal approximation for weighted sums”, Electronic Journal of Probability, vol. 25, 2020, : 155.
Bobkov, S.G., Chistyakov, G., Götze, F.: Poincare inequalities and normal approximation for weighted sums. Electronic Journal of Probability. 25, : 155 (2020).
Bobkov, S. G., Chistyakov, Gennadiy, and Götze, Friedrich. “Poincare inequalities and normal approximation for weighted sums”. Electronic Journal of Probability 25 (2020): 155.

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