Abstract
Under Poincaré-type conditions, upper bounds are explored for the Kolmogorov distance between the distributions of weighted sums of dependent summands and the normal law. Based on improved concentration inequalities on high-dimensional Euclidean spheres, the results extend and refine previous results to non-symmetric models.
Citation
S.G. Bobkov. G.P. Chistyakov. F. Götze. "Poincaré inequalities and normal approximation for weighted sums." Electron. J. Probab. 25 1 - 31, 2020. https://doi.org/10.1214/20-EJP549
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