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arXiv · 1104.3994

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

Sergey G. Bobkov·Gennadiy P. Chistyakov·Friedrich Götze
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Abstract

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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Sergey G. Bobkov, Gennadiy P. Chistyakov, Friedrich Götze. 2011-04-20. Rate of convergence and Edgeworth-type expansion in the entropic central limit theorem. https://doi.org/10.1214/12-aop780

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