Asymptotic development for the CLT in total variation distance - Archive ouverte HAL Access content directly
Journal Articles Bernoulli Year : 2016

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.
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Dates and versions

hal-01104866 , version 1 (19-01-2015)

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  • HAL Id : hal-01104866 , version 1

Cite

Vlad Bally, Lucia Caramellino. Asymptotic development for the CLT in total variation distance. Bernoulli, 2016, 22, pp.2442-2485. ⟨hal-01104866⟩
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