IMPROVING THE RATE OF CONVERGENCE IN THE MULTIDIMENSIONAL CENTRAL LIMIT THEOREM FOR SUMS OF LOCALLY DEPENDENT RANDOM VECTORS

DOI10.17223/20710410/36/2OpenAlexW2733971660MaRDI QIDQ5151055

Artem V. Volgin

Publication date: 16 February 2021

Published in: Prikladnaya diskretnaya matematika (Search for Journal in Brave)

Full work available at URL: http://mathnet.ru/eng/pdm586

zbMATH Keywords

multivariate CLTlocally dependent random vectors

Mathematics Subject Classification ID

Probability theory and stochastic processes (60-XX) Combinatorics (05-XX)

Cites Work

• On the rate of convergence in the multivariate CLT
• Multivariate normal approximation with Stein's method of exchangeable pairs under a general linearity condition
• Convergence rate estimate in central limit theorem for m-dependent random vectors
• A multivariate CLT for local dependence with \(n^{-1/2}\log n\) rate and applications to multivariate graph related statistics
• Multivariate normal approximations by Stein's method and size bias couplings

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