Edgeworth corrections in randomized central limit theorems

Research output: Chapter in Book/Report/Conference proceedingChapter

7 Scopus citations

Abstract

We consider rates of approximation of distributions of weighted sums of independent, identically distributed random variables by the Edgeworth correction of the 4-th order.

Original languageEnglish (US)
Title of host publicationLecture Notes in Mathematics
PublisherSpringer
Pages71-97
Number of pages27
DOIs
StatePublished - 2020

Publication series

NameLecture Notes in Mathematics
Volume2256
ISSN (Print)0075-8434
ISSN (Electronic)1617-9692

Keywords

  • Central limit theorem
  • Edgeworth correction
  • Rates of approximation

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