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Article Dans Une Revue Bernoulli Année : 2016

Asymptotic development for the CLT in total variation distance

Résumé

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

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  • HAL Id : hal-01104866 , version 1

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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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