Title of article
Non-uniform bounds for short asymptotic expansions in the CLT for balls in a Hilbert space
Author/Authors
Bogatyrev، نويسنده , , S.A. and Gِtze، نويسنده , , F. and Ulyanov، نويسنده , , V.V.، نويسنده ,
Issue Information
دوفصلنامه با شماره پیاپی سال 2006
Pages
16
From page
2041
To page
2056
Abstract
We consider short asymptotic expansions for the probability of a sum of i.i.d. random elements to hit a ball in a Hilbert space H. The error bound for the expansion is of order O ( n - 1 ) . It depends on the first 12 eigenvalues of the covariance operator only. Moreover, the bound is non-uniform, i.e. the accuracy of the approximation becomes better as the distance between a boundary of the ball and the origin in H grows.
Keywords
Central Limit Theorem , Gaussian approximation , Edgeworth expansions , Hilbert space , Covariance operator
Journal title
Journal of Multivariate Analysis
Serial Year
2006
Journal title
Journal of Multivariate Analysis
Record number
1558541
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