Berry-Esseen bounds for functionals of independent random variables
We derive Berry-Esseen approximation bounds for general functionals of independent random variables, based on a continuous-time integration by parts setting and discrete chaos expansions methods. Our approach improves on related results obtained in discrete-time integration by parts settings and app...
Saved in:
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Article |
| Language: | English |
| Published: |
2022
|
| Subjects: | |
| Online Access: | https://hdl.handle.net/10356/161292 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| Institution: | Nanyang Technological University |
| Language: | English |