A multivariate CLT for bounded decomposable random vectors with the best known rate

DOI10.1007/s10959-015-0619-7zbMath1367.60017arXiv1408.0508OpenAlexW1503659039MaRDI QIDQ501826

Xiao Fang

Publication date: 10 January 2017

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1408.0508

zbMATH Keywords

Stein's methodconvergence ratemultivariate central limit theoremmultivariate normal approximation

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Central limit and other weak theorems (60F05) Convergence of probability measures (60B10)

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