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2011 Asymptotic constants for minimal distance in the central limit theorem
Emmanuel Rio
Author Affiliations +
Electron. Commun. Probab. 16: 96-103 (2011). DOI: 10.1214/ECP.v16-1609

Abstract

In this paper, we generalize the asymptotic result of Esseen (1958) concerning the Wasserstein distance of order one in the mean central limit theorem to the Wasserstein distances of order $r$ for $r \in ]1,2]$.

Citation

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Emmanuel Rio. "Asymptotic constants for minimal distance in the central limit theorem." Electron. Commun. Probab. 16 96 - 103, 2011. https://doi.org/10.1214/ECP.v16-1609

Information

Accepted: 22 December 2011; Published: 2011
First available in Project Euclid: 7 June 2016

zbMATH: 1225.60047
MathSciNet: MR2772388
Digital Object Identifier: 10.1214/ECP.v16-1609

Subjects:
Primary: 60F05

Keywords: Cornish-Fisher expansion of first order , Esseen's mean central limit theorem , Global central limit theorem , Minimal metric , Wasserstein distance

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