Berry-Esseen bounds for functionals of independent random variables

• Main Authors: Privault, Nicolas, Serafin, Grzegorz
• Other Authors: School of Physical and Mathematical Sciences
• Format: Article
• Language: English
• Published: 2022
• Subjects: Science::Mathematics; Stein-Chen Method; Berry-Esseen Bounds
• Online Access: https://hdl.handle.net/10356/161292
• Institution: Nanyang Technological University

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...