RATE OF CONVERGENCE AND EDGEWORTH-TYPE EXPANSION IN THE ENTROPIC CENTRAL LIMIT THEOREM

被引：36

作者：

Bobkov, Sergey G. ^{[1
]}

Chistyakov, Gennadiy P. ^{[2
]}

Goetze, Friedrich ^{[2
]}

机构：

[1] Univ Minnesota, Sch Math, Minneapolis, MN 55455 USA

[2] Univ Bielefeld, Fak Math, D-33501 Bielefeld, Germany

来源：

ANNALS OF PROBABILITY | 2013年 / 41卷 / 04期

基金：

美国国家科学基金会;

关键词：

Entropy; entropic distance; central limit theorem; Edgeworth-type expansions; INEQUALITIES; MONOTONICITY; INFORMATION;

D O I：

10.1214/12-AOP780

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

An Edgeworth-type expansion is established for the entropy distance to the class of normal distributions of sums of i.i.d. random variables or vectors, satisfying minimal moment conditions.

引用

页码：2479 / 2512

页数：34

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