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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.
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