arXiv:2011.09237 [math.PR]AbstractReferencesReviewsResources
Poincaré Inequalities and Normal Approximation for Weighted Sums
S. G. Bobkov, G. P. Chistyakov, F. Götze
Published 2020-11-18Version 1
Under Poincar\'e-type conditions, upper bounds are explored for the Kolmogorov distance between the distributions of weighted sums of dependent summands and the normal law. Based on improved concentration inequalities on high-dimensional Euclidean spheres, the results extend and refine previous results to non-symmetric models.
Categories: math.PR
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