Teoriâ veroâtnostej i ee primeneniâ, Tome 23 (1978) no. 3, pp. 692-697
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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/
@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},
year = {1978},
volume = {23},
number = {3},
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
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
%U http://geodesic.mathdoc.fr/item/TVP_1978_23_3_a25/
%G ru
%F TVP_1978_23_3_a25
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.
