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...
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| Main Authors: | , |
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| 格式: | Article |
| 語言: | English |
| 出版: |
2022
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| 在線閱讀: | https://hdl.handle.net/10356/161292 |
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