Some estimates of the accuracy of approximation in the multidimensional central limit theorem
Teoriâ veroâtnostej i ee primeneniâ, Tome 24 (1979) no. 3, pp. 621-624
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The paper contains some estimates of the remainder term in the central limit theorem for the case of general Banach space and for its particular case $R_m$ ($m\le 5$). In the case of general Banach space the special metrics $\lambda_k$ are used, which are defined by means of characteristic functions. In the case of $R_m$ ($m\le 5$) we use the well-known Levy–Prohorov metrics.
@article{TVP_1979_24_3_a18,
author = {I. S. \v{S}iganov},
title = {Some estimates of the accuracy of approximation in the multidimensional central limit theorem},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {621--624},
publisher = {mathdoc},
volume = {24},
number = {3},
year = {1979},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_1979_24_3_a18/}
}
TY - JOUR AU - I. S. Šiganov TI - Some estimates of the accuracy of approximation in the multidimensional central limit theorem JO - Teoriâ veroâtnostej i ee primeneniâ PY - 1979 SP - 621 EP - 624 VL - 24 IS - 3 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/TVP_1979_24_3_a18/ LA - ru ID - TVP_1979_24_3_a18 ER -
I. S. Šiganov. Some estimates of the accuracy of approximation in the multidimensional central limit theorem. Teoriâ veroâtnostej i ee primeneniâ, Tome 24 (1979) no. 3, pp. 621-624. http://geodesic.mathdoc.fr/item/TVP_1979_24_3_a18/