Open Access
June 2019 Khinchine’s theorem and Edgeworth approximations for weighted sums
Sergey G. Bobkov
Ann. Statist. 47(3): 1616-1633 (June 2019). DOI: 10.1214/18-AOS1728
Abstract

Let $F_{n}$ denote the distribution function of the normalized sum of $n$ i.i.d. random variables. In this paper, polynomial rates of approximation of $F_{n}$ by the corrected normal laws are considered in the model where the underlying distribution has a convolution structure. As a basic tool, the convergence part of Khinchine’s theorem in metric theory of Diophantine approximations is extended to the class of product characteristic functions.

Copyright © 2019 Institute of Mathematical Statistics
Sergey G. Bobkov "Khinchine’s theorem and Edgeworth approximations for weighted sums," The Annals of Statistics 47(3), 1616-1633, (June 2019). https://doi.org/10.1214/18-AOS1728
Received: 1 October 2017; Published: June 2019
Vol.47 • No. 3 • June 2019
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