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arXiv:1104.3994 [math.PR]AbstractReferencesReviewsResources

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

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

Published 2011-04-20, updated 2013-07-24Version 2

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.

Comments: Published in at http://dx.doi.org/10.1214/12-AOP780 the Annals of Probability (http://www.imstat.org/aop/) by the Institute of Mathematical Statistics (http://www.imstat.org)
Journal: Annals of Probability 2013, Vol. 41, No. 4, 2479-2512
Categories: math.PR
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