Publication
Title
An isometric study of the LindebergFeller central limit theorem via Steins method
Author
Abstract
We use Steins method to prove a generalization of the LindebergFeller CLT providing an upper and a lower bound for the superior limit of the Kolmogorov distance between a normally distributed random variable and the rowwise sums of a rowwise independent triangular array of random variables which is asymptotically negligible in the sense of Feller. A natural example shows that the upper bound is of optimal order. The lower bound improves a result by Andrew Barbour and Peter Hall.
Language
English
Source (journal)
Journal of mathematical analysis and applications. - New York, N.Y.
Publication
New York, N.Y. : 2013
ISSN
0022-247X
Volume/pages
405:2(2013), p. 484-498
ISI
000320288500014
Full text (Publishers DOI)
Full text (publishers version - intranet only)
UAntwerpen
Faculty/Department
Research group
Publication type
Subject
Affiliation
Publications with a UAntwerp address
External links
Web of Science
Record
Identification
Creation 15.04.2013
Last edited 09.03.2017
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