Rate of convergence and Edgeworth-type expansion in the entropic central limit theorem

By Sergey G. Bobkov, Gennadiy P. Chistyakov, Friedrich Götze. 2011

84 citations recorded by the source corpus.

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.

Subfields: Computational Theory and Mathematics, Electrical and Electronic Engineering, Statistical and Nonlinear Physics

View Paper: https://www.semanticscholar.org/paper/2e1fb9f391daa6f4d54e8d03b46db28ec2a23c4f

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In Computational Theory and Mathematics

1. Gennadiy P. Chistyakov
2. Friedrich Götze
3. Sergey G. Bobkov

In Electrical and Electronic Engineering

1. Gennadiy P. Chistyakov
2. Friedrich Götze
3. Sergey G. Bobkov

In Statistical and Nonlinear Physics

1. Gennadiy P. Chistyakov
2. Friedrich Götze
3. Sergey G. Bobkov

Citations in the corpus

• Berry–Esseen bounds in the entropic central limit theorem (2011, background): “Recently, an exact asymptotic for D(Sn) has been studied in [5].”