ON THE RATE OF CONVERGENCE IN THE MULTIVARIATE CLT
ON THE RATE OF CONVERGENCE IN THE MULTIVARIATE CLT
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DOI：
10.1214/aop/1176990448
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发表时间：
1991-04-01
影响因子：
2.3
通讯作者：
GOTZE, F
中科院分区：
文献类型：
--
作者：
GOTZE, F
Berry-Esseen theorems are proved in the multidimensional central limit theorem without using Fourier methods. An effective and simple estimate of the error in the CLT for sums and convex sets using Stein's method and induction is derived. Furthermore, the error in the CLT for multivariate functions of independent random elements is estimated extending results of van Zwet and Friedrich to the multivariate case.
