A non-classical estimate of the rate of convergence in the multidimensional central limit theorem which takes into account large deviations
Teoriâ veroâtnostej i ee primeneniâ, Tome 23 (1978) no. 3, pp. 692-697
Voir la notice de l'article provenant de la source Math-Net.Ru
In the paper, an estimate for the rate of convergence of sums of independent random vectors is obtained which is non-uniform and non-classical (i. e. it depends on the closeness of summand's distributions to the normal one). This estimate takes also into account the tail behaviour of summands' distributions.
@article{TVP_1978_23_3_a25,
author = {S. Ya. \v{S}orgin},
title = {A non-classical estimate of the rate of convergence in the multidimensional central limit theorem which takes into account large deviations},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {692--697},
publisher = {mathdoc},
volume = {23},
number = {3},
year = {1978},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_1978_23_3_a25/}
}
TY - JOUR AU - S. Ya. Šorgin TI - A non-classical estimate of the rate of convergence in the multidimensional central limit theorem which takes into account large deviations JO - Teoriâ veroâtnostej i ee primeneniâ PY - 1978 SP - 692 EP - 697 VL - 23 IS - 3 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/TVP_1978_23_3_a25/ LA - ru ID - TVP_1978_23_3_a25 ER -
%0 Journal Article %A S. Ya. Šorgin %T A non-classical estimate of the rate of convergence in the multidimensional central limit theorem which takes into account large deviations %J Teoriâ veroâtnostej i ee primeneniâ %D 1978 %P 692-697 %V 23 %N 3 %I mathdoc %U http://geodesic.mathdoc.fr/item/TVP_1978_23_3_a25/ %G ru %F TVP_1978_23_3_a25
S. Ya. Šorgin. A non-classical estimate of the rate of convergence in the multidimensional central limit theorem which takes into account large deviations. Teoriâ veroâtnostej i ee primeneniâ, Tome 23 (1978) no. 3, pp. 692-697. http://geodesic.mathdoc.fr/item/TVP_1978_23_3_a25/