An improved estimate for the convergence rate in the multidimensional central limit theorem
Prikladnaya Diskretnaya Matematika. Supplement, no. 6 (2013), pp. 11-12
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An improvement is offered for the estimate of the convergence rate in the multidimensional central limit theorem. The value of the offered estimate obviously depends on the dimension of the random vectors.
Keywords:
multidimensional central limit theorem, rate of convergence, locally dependent random vectors.
@article{PDMA_2013_6_a3,
author = {A. V. Volgin},
title = {An improved estimate for the convergence rate in the multidimensional central limit theorem},
journal = {Prikladnaya Diskretnaya Matematika. Supplement},
pages = {11--12},
year = {2013},
number = {6},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/PDMA_2013_6_a3/}
}
A. V. Volgin. An improved estimate for the convergence rate in the multidimensional central limit theorem. Prikladnaya Diskretnaya Matematika. Supplement, no. 6 (2013), pp. 11-12. http://geodesic.mathdoc.fr/item/PDMA_2013_6_a3/