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

被引：33
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
收藏
页码：2479 / 2512
页数：34
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