Applications of Information Measures to Assess Convergence in the Central Limit Theorem
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References listed on IDEAS
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More about this item
KeywordsKullback-Leibler Information; Central Limit Theorem; skewness and kurtosis;
- C1 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General
- C2 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables
- C4 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics
- C5 - Mathematical and Quantitative Methods - - Econometric Modeling
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ECM-2015-01-14 (Econometrics)
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