Berry-Esseen bounds for typical weighted sums

S. G. Bobkov; G. P. Chistyakov; F. Götze

doi:10.1214/18-EJP195

Berry-Esseen bounds for typical weighted sums

S. G. Bobkov, G. P. Chistyakov, F. Götze

Mathematics

Research output: Contribution to journal › Article › peer-review

10 Scopus citations

Abstract

Under correlation-type conditions, we derive upper bounds of order (Formula Presented) for the Kolmogorov distance between the distributions of weighted sums of dependent summands and the normal law.

Original language	English (US)
Article number	92
Journal	Electronic Journal of Probability
Volume	23
DOIs	https://doi.org/10.1214/18-EJP195
State	Published - 2018

Bibliographical note

Funding Information:
*School of Mathematics, University of Minnesota, USA, and National Research University Higher School of Economics, Russian Federation; E-mail: bobkov@math.umn.edu †Research was partially supported by SFB 1283 at Bielefeld University. ‡Research was partially supported by the NSF grant DMS-1612961 and the Russian Academic Excellence Project 05-100. §Faculty of Mathematics, University of Bielefeld, Germany; E-mail: chistyak@math.uni-bielefeld.de ¶Faculty of Mathematics, University of Bielefeld, Germany; E-mail: goetze@math.uni-bielefeld.de

Publisher Copyright:
© 2018, University of Washington. All rights reserved.

Keywords

Normal approximation
Sudakov’s typical distributions

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title = "Berry-Esseen bounds for typical weighted sums",

abstract = "Under correlation-type conditions, we derive upper bounds of order (Formula Presented) for the Kolmogorov distance between the distributions of weighted sums of dependent summands and the normal law.",

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author = "Bobkov, {S. G.} and Chistyakov, {G. P.} and F. G{\"o}tze",

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doi = "10.1214/18-EJP195",

language = "English (US)",

volume = "23",

journal = "Electronic Journal of Probability",

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AU - Chistyakov, G. P.

AU - Götze, F.

N1 - Funding Information: *School of Mathematics, University of Minnesota, USA, and National Research University Higher School of Economics, Russian Federation; E-mail: bobkov@math.umn.edu †Research was partially supported by SFB 1283 at Bielefeld University. ‡Research was partially supported by the NSF grant DMS-1612961 and the Russian Academic Excellence Project 05-100. §Faculty of Mathematics, University of Bielefeld, Germany; E-mail: chistyak@math.uni-bielefeld.de ¶Faculty of Mathematics, University of Bielefeld, Germany; E-mail: goetze@math.uni-bielefeld.de Publisher Copyright: © 2018, University of Washington. All rights reserved.

PY - 2018

Y1 - 2018

N2 - Under correlation-type conditions, we derive upper bounds of order (Formula Presented) for the Kolmogorov distance between the distributions of weighted sums of dependent summands and the normal law.

AB - Under correlation-type conditions, we derive upper bounds of order (Formula Presented) for the Kolmogorov distance between the distributions of weighted sums of dependent summands and the normal law.

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JO - Electronic Journal of Probability

JF - Electronic Journal of Probability

M1 - 92

ER -

Berry-Esseen bounds for typical weighted sums

Abstract

Bibliographical note

Keywords

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