Under correlation-type conditions, we derive upper bounds of order (Formula Presented) for the Kolmogorov distance between the distributions of weighted sums of dependent summands and the normal law.
Bibliographical noteFunding Information:
*School of Mathematics, University of Minnesota, USA, and National Research University Higher School of Economics, Russian Federation; E-mail: email@example.com †Research was partially supported by SFB 1283 at Bielefeld University. ‡Research was partially supported by the NSF grant DMS-1612961 and the Russian Academic Excellence Project 05-100. §Faculty of Mathematics, University of Bielefeld, Germany; E-mail: firstname.lastname@example.org ¶Faculty of Mathematics, University of Bielefeld, Germany; E-mail: email@example.com
- Normal approximation
- Sudakov’s typical distributions