Improved nonuniform Berry--Esseen-type bounds

Published 4 Sep 2011 in math.PR, math.ST, and stat.TH | (1109.0741v1)

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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Authors (1)

Iosif Pinelis

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