Upper bounds for minimal distances in the central limit theorem

Emmanuel Rio

Annales de l'I.H.P. Probabilités et statistiques (2009)

  • Volume: 45, Issue: 3, page 802-817
  • ISSN: 0246-0203

Abstract

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We obtain upper bounds for minimal metrics in the central limit theorem for sequences of independent real-valued random variables.

How to cite

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Rio, Emmanuel. "Upper bounds for minimal distances in the central limit theorem." Annales de l'I.H.P. Probabilités et statistiques 45.3 (2009): 802-817. <http://eudml.org/doc/78045>.

@article{Rio2009,
abstract = {We obtain upper bounds for minimal metrics in the central limit theorem for sequences of independent real-valued random variables.},
author = {Rio, Emmanuel},
journal = {Annales de l'I.H.P. Probabilités et statistiques},
keywords = {Fréchet–Dall’Aglio minimal metric; Wasserstein distance; rates of convergence; Esseen’s mean central limit theorem; global central limit theorem; Fréchet-Dall’Aglio minimal metric; Esseen's mean central limit theorem},
language = {eng},
number = {3},
pages = {802-817},
publisher = {Gauthier-Villars},
title = {Upper bounds for minimal distances in the central limit theorem},
url = {http://eudml.org/doc/78045},
volume = {45},
year = {2009},
}

TY - JOUR
AU - Rio, Emmanuel
TI - Upper bounds for minimal distances in the central limit theorem
JO - Annales de l'I.H.P. Probabilités et statistiques
PY - 2009
PB - Gauthier-Villars
VL - 45
IS - 3
SP - 802
EP - 817
AB - We obtain upper bounds for minimal metrics in the central limit theorem for sequences of independent real-valued random variables.
LA - eng
KW - Fréchet–Dall’Aglio minimal metric; Wasserstein distance; rates of convergence; Esseen’s mean central limit theorem; global central limit theorem; Fréchet-Dall’Aglio minimal metric; Esseen's mean central limit theorem
UR - http://eudml.org/doc/78045
ER -

References

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  15. E. Rio. Distances minimales et distances idéales. C. R. Acad. Sci. Paris 326 (1998) 1127–1130. Zbl0916.60015MR1647215
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