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2018 Berry–Esseen bounds for typical weighted sums
S.G. Bobkov, G.P. Chistyakov, F. Götze
Electron. J. Probab. 23: 1-22 (2018). DOI: 10.1214/18-EJP195

Abstract

Under correlation-type conditions, we derive upper bounds of order $\frac{1} {\sqrt{n} }$ for the Kolmogorov distance between the distributions of weighted sums of dependent summands and the normal law.

Citation

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S.G. Bobkov. G.P. Chistyakov. F. Götze. "Berry–Esseen bounds for typical weighted sums." Electron. J. Probab. 23 1 - 22, 2018. https://doi.org/10.1214/18-EJP195

Information

Received: 12 October 2017; Accepted: 4 July 2018; Published: 2018
First available in Project Euclid: 15 September 2018

zbMATH: 06964786
MathSciNet: MR3858920
Digital Object Identifier: 10.1214/18-EJP195

Subjects:
Primary: 60E , 60F

Keywords: Normal approximation , Sudakov’s typical distributions

Vol.23 • 2018
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