Penultimate gamma approximation in the CLT for skewed distributions

Author:

Boutsikas Michael V.

Publisher

EDP Sciences

Subject

Statistics and Probability

Reference17 articles.

1. Boutsikas M.V., Asymptotically optimal Berry-Esseen-type bounds for distributions with an absolutely continuous part.J. Stat. Plan. Inf.141(2011) 1250–1268.

2. Boutsikas M.V. and Vaggelatou E., On the distance between convex-ordered random variables.Adv. Appl. Probab.34(2002) 349–374.

3. Boutsikas M.V. and Vaggelatou E., A new method for obtaining sharp compound Poisson approximation error estimates for sums of locally dependent random variables.Bernoulli16(2010) 301–330.

4. Denuit M., Lefèvre C. and Shaked M., Thes-convex orders among real random variables, with applications.Math. Inequal. Appl.1(1998) 585–613.

5. Dufresne D., The log-normal approximation in financial and other computations.Adv. Appl. Probab.36(2004) 747–773.

Cited by 1 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献

1. An optimal Berry–Esseen type theorem for integrals of smooth functions;Latin American Journal of Probability and Mathematical Statistics;2019

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