Rate of Convergence and Edgeworth-type Expansion in the Entropic Central Limit Theorem

Details Rate of Convergence and Edgeworth-type Expansion in the Entropic Central Limit Theorem Rate of Convergence and Edgeworth-type Expansion in the Entropic Central Limit Theorem

2011-04-20

arxiv.org/abs/1104.3994v1

Mathematics

Probability

Scientific paper

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.

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