On the rate of convergence in the multivariate CLT

DOI10.1214/AOP/1176990448zbMath0729.62051OpenAlexW1993474005WikidataQ61387138 ScholiaQ61387138MaRDI QIDQ806863

Friedrich Götze

Publication date: 1991

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176990448

zbMATH Keywords

Stein's methodasymptotic expansionsmultidimensional central limit theoremindicators of convex setsmultidimensional Berry-Esseen theoremsmultivariate functions of independent random elements

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05)

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