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

• 成果类型: Article
• 署名作者: Bobkov, Sergey G.; Chistyakov, Gennadiy P.; Goetze, Friedrich
• 署名单位: University of Minnesota System; University of Minnesota Twin Cities; University of Bielefeld
• 刊物名称: ANNALS OF PROBABILITY
• ISSN/ISSBN: 0091-1798
• DOI: 10.1214/12-AOP780
• 发表日期: 2013
• 页码: 2479-2512
• 关键词: INEQUALITIES; MONOTONICITY; INFORMATION

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.