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},
publisher = {mathdoc},
number = {6},
year = {2013},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/PDMA_2013_6_a3/}
}
TY - JOUR AU - A. V. Volgin TI - An improved estimate for the convergence rate in the multidimensional central limit theorem JO - Prikladnaya Diskretnaya Matematika. Supplement PY - 2013 SP - 11 EP - 12 IS - 6 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/PDMA_2013_6_a3/ LA - ru ID - PDMA_2013_6_a3 ER -
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/