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

• Autores: Sergey G. Bobkov, G.P. Chistyakov, Friedrich Götze
• Localización: Annals of probability: An official journal of the Institute of Mathematical Statistics, ISSN 0091-1798, Vol. 41, Nº. 4, 2013, págs. 2479-2512
• Idioma: inglés
• DOI: 10.1214/12-AOP780
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• Resumen

  • 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.