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Normal approximation and asymptotic expansions / R.N. Bhattacharya, R. Ranga Rao

Auteur principal : Bhattacharya, Rabindra Nath, 1937-, AuteurCo-auteur : Ranga Rao, Ramaswamy, 1935-, AuteurType de document : MonographieCollection : Wiley series in probability and mathematical statisticsLangue : anglais.Pays : Etats Unis.Éditeur : New York : John Wiley, 1976Description : 1 vol. (XIV-274 p.) ; 24 cmISBN : 047107201X.ISSN : 0271-6232.Bibliographie : Bibliogr. p. 267-271. Index.Sujet MSC : 41-01, Introductory exposition (textbooks, tutorial papers, etc.) pertaining to approximations and expansions
42A38, Harmonic analysis on Euclidean spaces, in one variable, Fourier and Fourier-Stieltjes transforms and other transforms of Fourier type
41A10, Approximations and expansions, Approximation by polynomials
41A60, Approximations and expansions, Asymptotic approximations, asymptotic expansions (steepest descent, etc.)
41A25, Approximations and expansions, Rate of convergence, degree of approximation
En-ligne : MathSciNet
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Bibliogr. p. 267-271. Index

This is the first book devoted to a study of rates of convergence to normality for normed sums of independent random vectors. The results almost all deal with the multidimensional case and hence are often not quite as precise as can be achieved in the one-dimensional case. Furthermore, necessity conditions are not generally available. A limited discussion of the one-dimensional and a comprehensive discussion of the multidimensional literature is provided as iis a considerable amount of new material. ... (MathSciNet)

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