On the Rate of Convergence to a Stable Law

نویسنده

  • PETER HALL
چکیده

We obtain rates of convergence and asymptotic expansions in limit theorems for powers of reciprocals of random variables. Our results improve on recent work of Shapiro [18], who obtained Berry-Esseen bounds of order n~ l/9+c (e > 0). Under weaker conditions than Shapiro imposed we obtain asymptotic expansions whose first term is of order n~ i (logn) 2 .

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تاریخ انتشار 1981