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Berry–Esseen bounds and Edgeworth expansions in the central limit theorem for transport distances
For sums of independent random variables S n = X 1 + ⋯ + X n , Berry–Esseen-type bounds are derived for the power transport distances W p in terms of Lyapunov coefficients L p + 2 . In the case of identically distributed summands, the rates of convergence are refined under Cramér’s condition.
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| Published in: | Probability theory and related fields 2018-02, Vol.170 (1-2), p.229-262 |
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| Main Author: | |
| Format: | Article |
| Language: | English |
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| cited_by | cdi_FETCH-LOGICAL-c316t-b6a78fb07cd64fa682f1921ec5a528dc6bc8d443f190a35df5f540fe7feaf4dc3 |
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| cites | cdi_FETCH-LOGICAL-c316t-b6a78fb07cd64fa682f1921ec5a528dc6bc8d443f190a35df5f540fe7feaf4dc3 |
| container_end_page | 262 |
| container_issue | 1-2 |
| container_start_page | 229 |
| container_title | Probability theory and related fields |
| container_volume | 170 |
| creator | Bobkov, Sergey G. |
| description | For sums of independent random variables
S
n
=
X
1
+
⋯
+
X
n
, Berry–Esseen-type bounds are derived for the power transport distances
W
p
in terms of Lyapunov coefficients
L
p
+
2
. In the case of identically distributed summands, the rates of convergence are refined under Cramér’s condition. |
| doi_str_mv | 10.1007/s00440-017-0756-2 |
| format | article |
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S
n
=
X
1
+
⋯
+
X
n
, Berry–Esseen-type bounds are derived for the power transport distances
W
p
in terms of Lyapunov coefficients
L
p
+
2
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S
n
=
X
1
+
⋯
+
X
n
, Berry–Esseen-type bounds are derived for the power transport distances
W
p
in terms of Lyapunov coefficients
L
p
+
2
. 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S
n
=
X
1
+
⋯
+
X
n
, Berry–Esseen-type bounds are derived for the power transport distances
W
p
in terms of Lyapunov coefficients
L
p
+
2
. In the case of identically distributed summands, the rates of convergence are refined under Cramér’s condition.</abstract><cop>Berlin/Heidelberg</cop><pub>Springer Berlin Heidelberg</pub><doi>10.1007/s00440-017-0756-2</doi><tpages>34</tpages><orcidid>https://orcid.org/0000-0003-2838-5048</orcidid></addata></record> |
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| ispartof | Probability theory and related fields, 2018-02, Vol.170 (1-2), p.229-262 |
| issn | 0178-8051 1432-2064 |
| language | eng |
| recordid | cdi_proquest_journals_1993207560 |
| source | Business Source Ultimate【Trial: -2024/12/31】【Remote access available】; Springer Nature; ProQuest ABI/INFORM Global |
| subjects | Central limit theorem Economics Finance Independent variables Insurance Management Mathematical and Computational Biology Mathematical and Computational Physics Mathematics Mathematics and Statistics Operations Research/Decision Theory Probability Probability Theory and Stochastic Processes Quantitative Finance Random variables Statistics for Business Theoretical Transport |
| title | Berry–Esseen bounds and Edgeworth expansions in the central limit theorem for transport distances |
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