Berry-Esseen bounds for typical weighted sums

Bobkov, SG; Chistyakov, GP; Gotze, F

Bobkov, SG (reprint author), Univ Minnesota, Sch Math, Minneapolis, MN 55455 USA.; Bobkov, SG (reprint author), Natl Res Univ, Higher Sch Econ, Moscow, Russia.

ELECTRONIC JOURNAL OF PROBABILITY, 2018; 23 ():

Abstract

Under correlation-type conditions, we derive upper bounds of order 1/root n for the Kolmogorov distance between the distributions of weighted sums of ......

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