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Asymptotic development for the CLT in total variation distance
Abstract : The aim of this paper is to study the asymptotic expansion in total variation in the Central Limit Theorem when the law of the basic random variable is locally lower-bounded by the Lebesgue measure (or equivalently, has an absolutely continuous component): we develop the error in powers of n −1/2 and give an explicit formula for the approximating measure.
Cited literature [16 references]
https://hal-upec-upem.archives-ouvertes.fr/hal-01104866
Contributor : Vlad Bally <>
Submitted on : Monday, January 19, 2015 - 1:34:58 PM
Last modification on : Thursday, March 19, 2020 - 12:26:02 PM
Document(s) archivé(s) le : Monday, April 20, 2015 - 10:45:50 AM
Contributor : Vlad Bally <>
Submitted on : Monday, January 19, 2015 - 1:34:58 PM
Last modification on : Thursday, March 19, 2020 - 12:26:02 PM
Document(s) archivé(s) le : Monday, April 20, 2015 - 10:45:50 AM
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CLT1407.0896v1.pdf
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