On the speed of convergence in the multi-dimensional central limit theorem
Teoriâ veroâtnostej i ee primeneniâ, Tome 15 (1970) no. 2, pp. 370-372
Voir la notice de l'article provenant de la source Math-Net.Ru
In the paper by the method of characteristic functions, an estimate of the rate of convergence in the multidimensional central limit theorem for a sequence of nonindenticaly distributed random vectors with finite third moments is obtained. The estimate is nonuniform, i.e. the dependence on the type of the set is given.
@article{TVP_1970_15_2_a19,
author = {V. I. Rotar'},
title = {On the speed of convergence in the multi-dimensional central limit theorem},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {370--372},
publisher = {mathdoc},
volume = {15},
number = {2},
year = {1970},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_1970_15_2_a19/}
}
V. I. Rotar'. On the speed of convergence in the multi-dimensional central limit theorem. Teoriâ veroâtnostej i ee primeneniâ, Tome 15 (1970) no. 2, pp. 370-372. http://geodesic.mathdoc.fr/item/TVP_1970_15_2_a19/