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Principle Seminar of the Department of Probability Theory, Moscow State University
November 18, 2009 16:45, Moscow, MSU, auditorium 16-24
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Exact and asymptotically exact constants in the Berry - Esseen inequality, its refinements and generalizations. Part II
V. Yu. Korolev, I. G. Shevtsova |
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Abstract:
1. History of the asymptotically exact constants in classical Berry-Esseen`s inequality estimation problem.
2. The characteristics of the asymptotically exact constants in the Katz-Berry-Esseen inequality estimation problem when third moments do not exist.
3. Classification of the asymptotically exact constants in the Katz-Berry-Esseen inequality. Asymptotically best, asymptotically exact, lower asymptotically exact, upper asymptotically exact constants: bilateral estimates and exact values.
4. Conditional estimators of the absolute constant in the Katz-Berry-Esseen inequality.
5. Asymptotically optimal balanced refinements of the Berry-Esseen inequality.
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