Constant on a Uniform Berry-Esseen Bound on a Closed Sphere via Stein’s Method

Journal article

Authors/Editors

DAWUD THONGTHA

Strategic Research Themes

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Publication Details

Author list: Thongtha D.

Publication year: 2015

Journal: Thai Journal of Mathematics (1686-0209)

Volume number: 13

Issue number: 1

Start page: 189

End page: 199

Number of pages: 11

ISSN: 1686-0209

URL: https://www.scopus.com/inward/record.uri?eid=2-s2.0-84946156179&partnerID=40&md5=e012fd75eafba160c23387b0fda75e30

Languages: English-Great Britain (EN-GB)

Abstract

For each n, k ∈ N, let Yi = (Yi1, Yi2,..., Yik), i = 1, 2,..., n, be independent random vectors in Rk such that Yij are independent for all j =1, 2,..., k. Without assuming the existence of the third moments, a uniform Berry-Esseen bound for multidimensional central limit theorem on a closed sphere is presented in this paper. © 2015 by the Mathematical Association of Thailand. All rights reserved.

Keywords

Berry-Esseen inequality, Central limit theorem, Stein's method