Berry-Esseen bounds for the multi-dimensional central limit theorem
نویسندگان
چکیده
منابع مشابه
Berry–Esseen bounds in the entropic central limit theorem
Berry–Esseen-type bounds for total variation and relative entropy distances to the normal law are established for the sums of non-i.i.d. random variables.
متن کاملBerry Esseen Bounds for Combinatorial Central Limit
Berry Esseen type bounds to the normal, based on zeroand size-bias couplings, are derived using Stein’s method. The zero biasing bounds are illustrated with an application to combinatorial central limit theorems where the random permutation has either the uniform distribution or one which is constant over permutations with the same cycle type and having no fixed points. The size biasing bounds ...
متن کاملBerry–esseen Bounds for Combinatorial Central Limit Theorems and Pattern Occurrences, Using Zero and Size Biasing
Berry–Esseen-type bounds to the normal, based on zeroand size-bias couplings, are derived using Stein’s method. The zero biasing bounds are illustrated in an application to combinatorial central limit theorems in which the random permutation has either the uniform distribution or one that is constant over permutations with the same cycle type, with no fixed points. The size biasing bounds are a...
متن کاملBerry-Esseen bounds for econometric time series
We derive uniform and non–uniform error bounds in the normal approximation under a general dependence assumption. Our method is tailor made for dynamic time series models employed in the econometric literature but it is also applicable for many other dependent processes. Neither stationarity nor any smoothness conditions of the underlying distributions are required. If the introduced weak depen...
متن کاملAn Inductive Proof of the Berry-Esseen Theorem for Character Ratios Running head: Berry-Esseen Theorem for Character Ratios
Ratios Running head: Berry-Esseen Theorem for Character Ratios Submitted 3/9/05; Revised 8/6/06 By Jason Fulman Department of Mathematics, University of Southern California Los Angeles, CA 90089, USA [email protected] Abstract: Bolthausen used a variation of Stein’s method to give an inductive proof of the Berry-Esseen theorem for sums of independent, identically distributed random variables. We m...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Bulletin of the American Mathematical Society
سال: 1968
ISSN: 0002-9904
DOI: 10.1090/s0002-9904-1968-11923-8