ON THE RATE OF CONVERGENCE IN THE MULTIVARIATE CLT
Götze F (1991)
ANNALS OF PROBABILITY 19(2): 724-739.
Zeitschriftenaufsatz
| Veröffentlicht | Englisch
Download
Es wurden keine Dateien hochgeladen. Nur Publikationsnachweis!
Autor*in
Einrichtung
Abstract / Bemerkung
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.
Stichworte
STATISTICS;
CENTRAL LIMIT THEOREM;
STEIN METHOD;
BERRY-ESSEN THEOREM;
MULTIVARIATE
Erscheinungsjahr
1991
Zeitschriftentitel
ANNALS OF PROBABILITY
Band
19
Ausgabe
2
Seite(n)
724-739
ISSN
0091-1798
Page URI
https://pub.uni-bielefeld.de/record/1649810
Zitieren
Götze F. ON THE RATE OF CONVERGENCE IN THE MULTIVARIATE CLT. ANNALS OF PROBABILITY. 1991;19(2):724-739.
Götze, F. (1991). ON THE RATE OF CONVERGENCE IN THE MULTIVARIATE CLT. ANNALS OF PROBABILITY, 19(2), 724-739. https://doi.org/10.1214/aop/1176990448
Götze, Friedrich. 1991. “ON THE RATE OF CONVERGENCE IN THE MULTIVARIATE CLT”. ANNALS OF PROBABILITY 19 (2): 724-739.
Götze, F. (1991). ON THE RATE OF CONVERGENCE IN THE MULTIVARIATE CLT. ANNALS OF PROBABILITY 19, 724-739.
Götze, F., 1991. ON THE RATE OF CONVERGENCE IN THE MULTIVARIATE CLT. ANNALS OF PROBABILITY, 19(2), p 724-739.
F. Götze, “ON THE RATE OF CONVERGENCE IN THE MULTIVARIATE CLT”, ANNALS OF PROBABILITY, vol. 19, 1991, pp. 724-739.
Götze, F.: ON THE RATE OF CONVERGENCE IN THE MULTIVARIATE CLT. ANNALS OF PROBABILITY. 19, 724-739 (1991).
Götze, Friedrich. “ON THE RATE OF CONVERGENCE IN THE MULTIVARIATE CLT”. ANNALS OF PROBABILITY 19.2 (1991): 724-739.
Export
Markieren/ Markierung löschen
Markierte Publikationen
Web of Science
Dieser Datensatz im Web of Science®Suchen in
Google Scholar