Berry-Esseen Bounds for typical weighted sums
Probability
2017-09-21 v1
Abstract
Under correlation-type conditions, we derive upper bounds of order for the Kolmogorov distance between the distributions of weighted sums of dependent summands and the normal law.
Keywords
Cite
@article{arxiv.1709.06848,
title = {Berry-Esseen Bounds for typical weighted sums},
author = {Sergey Bobkov and Gennadiy Chistyakov and Friedrich Götze},
journal= {arXiv preprint arXiv:1709.06848},
year = {2017}
}