Asymptotic constants for minimal distance in the central limit theorem

Emmanuel Rio (Université de Versaiiles Saint Quentin)

Abstract


In this paper, we generalize the asymptotic result of Esseen (1958) concerning the Wasserstein distance of order one in the mean central limit theorem to the Wasserstein distances of order $r$ for $r \in ]1,2]$.

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Pages: 96-103

Publication Date: December 22, 2011

DOI: 10.1214/ECP.v16-1609

References

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