On the rate of convergence in the central limit theorem for arrays of random vectors

DOI10.1016/j.spl.2019.108671zbMath1453.60070OpenAlexW2988760688WikidataQ126813780 ScholiaQ126813780MaRDI QIDQ2288826

Ta Cong Son, Le Van Dung

Publication date: 20 January 2020

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2019.108671

zbMATH Keywords

convergence ratecentral limit theoremrandom vectornormal approximationmultivariate normal

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Central limit and other weak theorems (60F05) Strong limit theorems (60F15)

Cites Work

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• On the rate of approximation in the central limit theorem for dependent random variables and random vectors
• Exact convergence rates in some martingale central limit theorems
• On quantitative bounds in the mean martingale central limit theorem
• On the rate of convergence in the martingale central limit theorem
• \(L_1\) bounds for some martingale central limit theorems
• Exact convergence rates in the central limit theorem for a class of martingales
• Normal Approximation and Asymptotic Expansions

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