On the accuracy of normal approximation |
| |
| Authors: | VV Sazonov VV Ulyanov |
| |
| Institution: | Steklov Institut of Mathematics, Moscow, USSR;Moscow State University, Moscow, USSR |
| |
| Abstract: | The aim of the present paper is to obtain estimates of the speed of convergence in the central limit theorem in Rk for variation distance valid when (truncated) pseudo-moments are small enough. Together with the integral type estimates of Bhattacharya and Sweeting 5,6] the results of this paper lead to the integral type estimates in terms of pseudo-moments. Similar (but somewhat less general) results were anounced in 1]. |
| |
| Keywords: | 60F05 Sums of random vectors independent identically distributed variation distance pseudomoments integral type estimates |
| 本文献已被 ScienceDirect 等数据库收录！ |
