Improved nonuniform Berry--Esseen-type bounds
Probability
2011-09-06 v1 Statistics Theory
Statistics Theory
Abstract
New nonuniform Berry--Esseen-type bounds for sums of independent random variables are obtained, motivated by recent studies concerning such bounds for nonlinear statistics. The proofs are based on the Chen--Shao concentration techniques within the framework of the Stein method.
Keywords
Cite
@article{arxiv.1109.0741,
title = {Improved nonuniform Berry--Esseen-type bounds},
author = {Iosif Pinelis},
journal= {arXiv preprint arXiv:1109.0741},
year = {2011}
}
Comments
8 pages