Two-sided bounds on the rate of convergence to a stable law |
| |
Authors: | Peter Hall |
| |
Affiliation: | (1) Dept. of Statistics, Australian National University, P.O. Box 4, 2600 Canberra, ACT, Australia |
| |
Abstract: | Summary We derive necessary and sufficient conditions for several characterizations of the rate of convergence of a sum of independent variables to a stable law. The technique used is to obtain upper and lower bounds on the rate in terms of functions depending in a very simple way on the common underlying distribution. This permits a general approach to the problem of rates of convergence. |
| |
Keywords: | |
本文献已被 SpringerLink 等数据库收录! |
|