Approximation of quadratic forms of independent random vectors by accompanying laws

DOI10.4213/tvp1805zbMath0913.60034OpenAlexW2312807964MaRDI QIDQ3842397

Friedrich Götze, Andrei Yu. Zaitsev, Vidmantas Bentkus

Publication date: 5 November 1998

Published in: Teoriya Veroyatnostei i ee Primeneniya (Search for Journal in Brave)

Full work available at URL: http://epubs.siam.org/sam-bin/dbq/article/97613

zbMATH Keywords

rate of convergencequadratic formcompound Poisson distributionaccompanying law

Mathematics Subject Classification ID

Functional limit theorems; invariance principles (60F17)

Related Items (5)

Compound Poisson approximation ⋮ Compound Poisson approximations for symmetric vectors ⋮ Explicit rates of approximation in the CLT for quadratic forms ⋮ Optimal bounds in non-Gaussian limit theorems for \(U\)-statistics ⋮ Approximation of a sample by a Poisson point process

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