A multivariate Berry-Esseen theorem with explicit constants

DOI10.3150/18-BEJ1072zbMath1428.62205arXiv1802.06475OpenAlexW3100662532MaRDI QIDQ2325342

Martin Raič

Publication date: 25 September 2019

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1802.06475

zbMATH Keywords

Stein's methodBerry-Esseen theoremmultivariate central limit theoremexplicit constantsLyapunov bound

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50)

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