Rate of convergence and Edgeworth-type expansion in the entropic central limit theorem

Authors
Bobkov, Sergey G. Chistyakov, Gennadiy P. Götze, Friedrich
Citation
G. Bobkov, Sergey et al., Rate of convergence and Edgeworth-type expansion in the entropic central limit theorem, Annals of probability , 41(4), 2013, pp. 2479-2512
Journal title
Annals of probability → ACNP
ISSN journal
00911798
Volume
41
Issue
4
Year of publication
2013
Pages
2479 - 2512
Database
ACNP
SICI code
Abstract
An Edgeworth-type expansion is established for the entropy distance to the class of normal distributions of sums of i.i.d. random variables or vectors, satisfying minimal moment conditions.