Upper bounds for minimal distances in the central limit theorem
Annales de l'I.H.P. Probabilités et statistiques, Volume 45 (2009) no. 3, pp. 802-817.

We obtain upper bounds for minimal metrics in the central limit theorem for sequences of independent real-valued random variables.

Nous obtenons des majorations des distances minimales dans le théorème limite central pour les suites de variables aléatoires réelles indépendantes.

DOI: 10.1214/08-AIHP187
Classification: 60F05
Keywords: Fréchet-Dall'Aglio minimal metric, Wasserstein distance, rates of convergence, Esseen's mean central limit theorem, global central limit theorem
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Rio, Emmanuel. Upper bounds for minimal distances in the central limit theorem. Annales de l'I.H.P. Probabilités et statistiques, Volume 45 (2009) no. 3, pp. 802-817. doi : 10.1214/08-AIHP187. http://www.numdam.org/articles/10.1214/08-AIHP187/

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