The aim of this paper is to study the asymptotic expansion in total variation in the central limit theorem when the law of the basic random variable is locally lower-bounded by the Lebesgue measure (or equivalently, has an absolutely continuous component): we develop the error in powers of n^{−1/2} and give an explicit formula for the approximating measure.
Bally, V., Caramellino, L. (2016). Asymptotic development for the CLT in total variation distance. BERNOULLI, 22(4), 2442-2485 [10.3150/15-BEJ734].
Asymptotic development for the CLT in total variation distance
CARAMELLINO, LUCIA
2016-01-01
Abstract
The aim of this paper is to study the asymptotic expansion in total variation in the central limit theorem when the law of the basic random variable is locally lower-bounded by the Lebesgue measure (or equivalently, has an absolutely continuous component): we develop the error in powers of n^{−1/2} and give an explicit formula for the approximating measure.File in questo prodotto:
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