Electronic Communications in Probability

Asymptotic constants for minimal distance in the central limit theorem

Emmanuel Rio

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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 $r \in ]1,2]$.

Article information

Electron. Commun. Probab., Volume 16 (2011), paper no. 9, 96-103.

Accepted: 22 December 2011
First available in Project Euclid: 7 June 2016

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Mathematical Reviews number (MathSciNet)

Zentralblatt MATH identifier

Primary: 60F05: Central limit and other weak theorems

Minimal metric Wasserstein distance Cornish-Fisher expansion of first order Esseen's mean central limit theorem Global central limit theorem

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Rio, Emmanuel. Asymptotic constants for minimal distance in the central limit theorem. Electron. Commun. Probab. 16 (2011), paper no. 9, 96--103. doi:10.1214/ECP.v16-1609. https://projecteuclid.org/euclid.ecp/1465261965

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