Improved nonuniform Berry--Esseen-type bounds

Details Improved nonuniform Berry--Esseen-type bounds Improved nonuniform Berry--Esseen-type bounds

2011-09-04

arxiv.org/abs/1109.0741v1

Mathematics

Probability

8 pages

Scientific paper

New nonuniform Berry--Esseen-type bounds for sums of independent random
variables are obtained, motivated by recent studies concerning such bounds for
nonlinear statistics. The proofs are based on the Chen--Shao concentration
techniques within the framework of the Stein method.

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