Poincare inequalities and normal approximation for weighted sums
Under Poincare-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.
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- Award ID(s):
- 1855575
- PAR ID:
- 10222270
- Date Published:
- Journal Name:
- Electronic journal of probability
- Volume:
- 25
- ISSN:
- 1083-6489
- Page Range / eLocation ID:
- 1-31
- Format(s):
- Medium: X
- Sponsoring Org:
- National Science Foundation
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