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arXiv · 1709.06848

Berry-Esseen Bounds for typical weighted sums

Sergey Bobkov·Gennadiy Chistyakov·Friedrich Götze
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Abstract

Under correlation-type conditions, we derive upper bounds of order $\frac{1}{\sqrt{n}}$ for the Kolmogorov distance between the distributions of weighted sums of dependent summands and the normal law.

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Sergey Bobkov, Gennadiy Chistyakov, Friedrich Götze. 2017-09-20. Berry-Esseen Bounds for typical weighted sums. https://arxiv.org/abs/1709.06848

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