Poincar\'e Inequalities and Normal Approximation for Weighted Sums
Autor: | Bobkov, S. G., Chistyakov, G. P., Götze, F. |
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Rok vydání: | 2020 |
Předmět: | |
Druh dokumentu: | Working Paper |
Popis: | Under Poincar\'e-type conditions, upper bounds are explored for the Kolmogorov distance between the distributions of weighted sums of dependent summands and the normal law. Based on improved concentration inequalities on high-dimensional Euclidean spheres, the results extend and refine previous results to non-symmetric models. |
Databáze: | arXiv |
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