Central Limit Theorems and Approximation Theory: Part II
Probability
2023-06-27 v1 Statistics Theory
Applications
Statistics Theory
Abstract
In Part I of this article (Banerjee and Kuchibhotla (2023)), we have introduced a new method to bound the difference in expectations of an average of independent random vector and the limiting Gaussian random vector using level sets. In the current article, we further explore this idea using finite sample Edgeworth expansions and also established integral representation theorems.
Cite
@article{arxiv.2306.14382,
title = {Central Limit Theorems and Approximation Theory: Part II},
author = {Arun Kumar Kuchibhotla},
journal= {arXiv preprint arXiv:2306.14382},
year = {2023}
}