activity
20092021
most citedAn improvement of the Berry--Esseen inequality with applications to Poisson and mixed Poisson random sums

113 citations · 228 across the 9 of their papers we have counts for

collaborators

10 papers

math.PR2021

Asymptotically exact constants in natural convergence rate estimates in the Lindeberg theorem

Ruslan Gabdullin, Vladimir Makarenko, Irina Shevtsova

Following (Shevtsova, 2010) we introduce detailed classification of the asymptotically exact constants in natural estimates of the rate of convergence in the Lindeberg central limi…

math.PR2020

Lower bounds for the constants in non-uniform estimates of the rate of convergence in the CLT

Irina Shevtsova

We conduct a comparative analysis of the constants in the Nagaev-Bikelis and Bikelis-Petrov inequalities which establish non-uniform estimates of the rate of convergence in the cen…

math.PR2019★ 3 cited

On natural convergence rate estimates in the Lindeberg theorem

Ruslan Gabdullin, Vladimir Makarenko, Irina Shevtsova

We prove two estimates of the rate of convergence in the Lindeberg theorem, involving algebraic truncated third-order moments and the classical Lindeberg fraction, which generalize…

math.HO2019

Estimates of the accuracy of asymptotic probability models

Irina Shevtsova

Convergence rate estimates in limit theorems for sums of independent random variables are considered.

math.PR2018

Esseen-Rozovskii type estimates for the rate of convergence in the Lindeberg theorem

Ruslan Gabdullin, Vladimir Makarenko, Irina Shevtsova

We present structural improvements of Esseen's (1969) and Rozovskii's (1974) estimates for the rate of convergence in the Lindeberg theorem and also compute the appearing absolute…

math.PR2017

An optimal Berry-Esseen type theorem for integrals of smooth functions

Lutz Mattner, Irina Shevtsova

We prove a Berry-Esseen type inequality for approximating expectations of sufficiently smooth functions , like , with respect to standardized convolutions of laws $…

math.PR2013★ 11 cited

On the accuracy of the approximation of the complex exponent by the first terms of its Taylor expansion with applications

Irina Shevtsova

A new bound for the remainder term in the Taylor expansion of the complex exponent , , is proved yielding precise moment-type estimates of the accuracy of the appro…

math.PR2012★ 1 cited

A square bias transformation: properties and applications

Irina Shevtsova

The properties of the square bias transformation are studied, in particular, the precise moment-type estimate for the -metric between the transformed and the original distribu…

math.PR2011★ 100 cited

On the absolute constants in the Berry-Esseen type inequalities for identically distributed summands

Irina Shevtsova

By a modification of the method that was applied in (Korolev and Shevtsova, 2010), here the inequalities and $Δ_n\leq0.33554(β_3+0.415)/\sqrt{n}…

math.PR2009★ 113 cited

An improvement of the Berry--Esseen inequality with applications to Poisson and mixed Poisson random sums

Victor Korolev, Irina Shevtsova

By a modification of the method that was applied in (Korolev and Shevtsova, 2009), here the inequalities and $$ρ(F_n,Φ)\le \frac…