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An estimate of the speed of convergence in the multidimensional central limit theorem without moment hypotheses. (English) Zbl 0404.60032


MSC:

60F05 Central limit and other weak theorems

Citations:

Zbl 0381.60021
Full Text: DOI

References:

[1] L. V. Osipov and V. V. Petrov, ”On an estimate of the remainder term in the central limit theorem,” Teor. Veroyatn. Ee Primen.,12, No. 2, 322–329 (1967). · Zbl 0157.25702
[2] A. P. Bikyalis, ”On the central limit theorem in Rk,” Liet. Mat. Rinkyus,11, No. 1, 27–58 (1971).
[3] V. I. Rotar’, ”On the speed of convergence in the multidimensional central limit theorem,” Teor. Veroyatn. Ee Primen.,15, No. 4, 648–665 (1970). · Zbl 0235.60026
[4] L. V. Rozovskii, ”On asymptotic expansions of probability functions of sums of independent random vectors, 1, 2,” Teor. Veroyatn. Mat. Statist., Kiev State Univ., Kiev;11, 143–152 (1974);12, 129–138 (1975). · Zbl 0277.60038
[5] L. V. Rozovskii, ”Estimates of the speed of convergence in the central limit theorem for sums of independent random vectors,” Author’s Abstract of Candidate’s Dissertation, Leningrad (1975).
[6] L. V. Osipov, ”On asymptotic expansions for distributions of sums of independent random variables,” Teor. Veroyatn. Ee Primen.,16, No. 2, 328–338 (1971).
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