An Edgeworth-type expansion is established for the entropy distance to the class of normal distributions of sums of i.i.d. random variables or vectors, satisfying minimal moment conditions.
|Original language||English (US)|
|Number of pages||34|
|Journal||Annals of Probability|
|State||Published - 2013|
- Central limit theorem
- Edgeworth-type expansions
- Entropic distance