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Bobkov, Sergey G.; Chistyakov, Gennadiy P.; Götze, Friedrich

Rate of convergence and Edgeworth-type expansion in the entropic central limit theorem. (English) Zbl 1296.60051

Ann. Probab. 41, No. 4, 2479-2512 (2013).
Authors’ 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.
Reviewer: Marius Iosifescu (Bucureşti)

Cited in 14 Documents

MSC:

60F05 Central limit and other weak theorems
28D20 Entropy and other invariants
94A17 Measures of information, entropy

Keywords:

entropy; entropic distance; central limit theorem; Edgeworth-type expansion
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\textit{S. G. Bobkov} et al., Ann. Probab. 41, No. 4, 2479--2512 (2013; Zbl 1296.60051)
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