On the rate of convergence of moments in the central limit theorem
On the rate of convergence of moments in the central limit theorem
Abstract An early extension of Lindeberg's central limit theorem was Bernstein's (1939) discovery of necessary and sufficient conditions for the convergence of moments in the central limit theorem. Von Bahr (1965) made a study of some asymptotic expansions in the central limit theorem, and obtained rates of convergence for moments. …