Khinchine.s theorem and Edgeworth approximations for weighted sums

Citation
Sergey G. Bobkov, Khinchine.s theorem and Edgeworth approximations for weighted sums, Annals of statistics , 47(3), 2019, pp. 1616-1633
Journal title
ISSN journal
00905364
Volume
47
Issue
3
Year of publication
2019
Pages
1616 - 1633
Database
ACNP
SICI code
Abstract
Let Fn denote the distribution function of the normalized sum of n i.i.d. random variables. In this paper, polynomial rates of approximation of Fn 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.