Berry–Esseen bounds for typical weighted sums
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Bobkov, S.G.; Chistyakov, G.P.; Götze, F.;
Berry–Esseen bounds for typical weighted sums
Under correlation-type conditions, we derive upper bounds of order $\frac{1}{\sqrt{n}}$ for the Kolmogorov distance between the distributions of weighted sums of dependent summands and the normal law.
Germany
- School of Mathematics University of Minnesota United States
- Universität Bielefeld
- University of Minnesota Morris United States
- National Research University Higher School of Economics Russian Federation
- University of Minnesota-Twin Cities United States
Sums of independent random variables; random walks, 60E, Probability (math.PR), 60F, 60E, 60F05, Central limit and other weak theorems, Sudakov’s typical distributions, normal approximation, FOS: Mathematics, Sudakov's typical distributions, Mathematics - Probability
Sums of independent random variables; random walks, 60E, Probability (math.PR), 60F, 60E, 60F05, Central limit and other weak theorems, Sudakov’s typical distributions, normal approximation, FOS: Mathematics, Sudakov's typical distributions, Mathematics - Probability
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