An optimal Berry-Esseen type theorem for integrals of smooth functions

Mattner, L; Shevtsova, I

Mattner, L (reprint author), Univ Trier, Fachbereich Math 4, D-54286 Trier, Germany.

ALEA-LATIN AMERICAN JOURNAL OF PROBABILITY AND MATHEMATICAL STATISTICS, 2019; 16 (1): 487

Abstract

We prove a Berry-Esseen type inequality for approximating expectations of sufficiently smooth functions f, like f = vertical bar . vertical bar(3), wi......

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