Improved nonuniform Berry--Esseen-type bounds

2011/09/04 by Pinelis, Iosif
#FOS: Mathematics #Primary 60E15 #Probability (math.PR) #Statistics Theory (math.ST) #secondary 62E17

paper · doi:10.48550/arxiv.1109.0741

Abstract

New nonuniform Berry--Esseen-type bounds for sums of independent random variables are obtained, motivated by recent studies concerning such bounds for nonlinear statistics. The proofs are based on the Chen--Shao concentration techniques within the framework of the Stein method.

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