Multidimensional Hungarian construction for vectors with almost Gaussian smooth distributions
From MaRDI portal
Publication:4801542
zbMath1019.60032arXiv1402.1420MaRDI QIDQ4801542
Friedrich Götze, Andrei Yu. Zaitsev
Publication date: 8 April 2003
Full work available at URL: https://arxiv.org/abs/1402.1420
60F05: Central limit and other weak theorems
60F17: Functional limit theorems; invariance principles
Related Items
Multidimensional version of the results of Komlos, Major and Tusnady for vectors with finite exponential moments, The accuracy of strong Gaussian approximation for sums of independent random vectors