Abstract
In this note, a generalized form of the celebrated Berry-Esséen inequality is developed assuming only second-order moments to exist in the case of independent but not identically distributed random variables. The result generalizes and unifies many well known and highly used forms of the Berry-Esséen inequality.
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Wang, N., Ahmad, I.A. A Berry-Esséen Inequality without Higher Order Moments. Sankhya A 78, 180–187 (2016). https://doi.org/10.1007/s13171-016-0084-0
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DOI: https://doi.org/10.1007/s13171-016-0084-0