preprint
Uniform approximation in classical weak convergence theory
Viktor
Bengs
author
Hajo
Holzmann
author
34
department
7
department
355
department
A common statistical task lies in showing asymptotic normality of certain
statistics. In many of these situations, classical textbook results on weak
convergence theory suffice for the problem at hand. However, there are quite
some scenarios where stronger results are needed in order to establish an
asymptotic normal approximation uniformly over a family of probability
measures. In this note we collect some results in this direction. We restrict
ourselves to weak convergence in $\mathbb R^d$ with continuous limit measures.
2019
arXiv:1903.09864
Bengs V, Holzmann H. Uniform approximation in classical weak convergence theory. <i>arXiv:190309864</i>. 2019.
Bengs, V., & Holzmann, H. (2019). Uniform approximation in classical weak convergence theory. <i>ArXiv:1903.09864</i>.
Bengs, Viktor, and Hajo Holzmann. “Uniform Approximation in Classical Weak Convergence Theory.” <i>ArXiv:1903.09864</i>, 2019.
Bengs, Viktor, and Hajo Holzmann. “Uniform Approximation in Classical Weak Convergence Theory.” <i>ArXiv:1903.09864</i>, 2019.
V. Bengs and H. Holzmann, “Uniform approximation in classical weak convergence theory,” <i>arXiv:1903.09864</i>. 2019.
V. Bengs, H. Holzmann, ArXiv:1903.09864 (2019).
@article{Bengs_Holzmann_2019, title={Uniform approximation in classical weak convergence theory}, journal={arXiv:1903.09864}, author={Bengs, Viktor and Holzmann, Hajo}, year={2019} }
180182020-08-17T12:10:55Z2022-01-06T06:53:25Z