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Einmahl} [J. Multivariate Anal. 28, No. 1, 20-68 (1989; Zbl 0676.60038)]. The main theorem is as follows: Let \\(\\tau\\geq 1\\) and \\(\\alpha>0\\) and \\(\\xi_1,\\dots,\\xi_n\\) be \\(d\\)-dimensional random vectors with mean 0, covariances being the identity matrix and with distributions having finite exponential moments. Then there exists a probability space and independent random vectors \\(X_1,\\dots,X_n\\) and independent Gaussian random vectors \\(Y_1,\\dots,Y_n\\) on it such that \\(\\xi_k\\overset\\text{D}=X_k\\) for \\(k=1,\\dots,n\\) and  \\[ E\\exp\\bigl\\{c_1 \\tau^{-1}d^{-3} (\\log^+d)^{-1}\\Delta (X,Y) \\bigr\\}\\leq\\exp \\bigl\\{c _2d^{9/4+ \\alpha} \\log^+ (n/\\tau^2)\\bigr\\}, \\]  where \\(\\Delta(X,Y)= \\sup_{1\\leq k\\leq n}\\max_{1\\leq j\\leq d}|\\sum^k_{i=1} (X_{ij}-Y_{ij}) |\\) and \\(c_1,c_2\\) depend only on \\(\\alpha\\). -- Contrary to Einmahl's paper explicit dependence of constants on the dimension \\(d\\) is 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