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Teoriya Veroyatnostei i ee Primeneniya, 1978, Volume 23, Issue 3, Pages 692–697
(Mi tvp3095)
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This article is cited in 4 scientific papers (total in 4 papers)
Short Communications
A non-classical estimate of the rate of convergence in the multidimensional central limit theorem which takes into account large deviations
S. Ya. Šorgin Moscow
Abstract:
In the paper, an estimate for the rate of convergence of sums of independent random vectors is obtained which is non-uniform and non-classical (i. e. it depends on the closeness of summand's distributions to the normal one). This estimate takes also into account the tail behaviour of summands' distributions.
Received: 24.02.1978
Citation:
S. Ya. Šorgin, “A non-classical estimate of the rate of convergence in the multidimensional central limit theorem which takes into account large deviations”, Teor. Veroyatnost. i Primenen., 23:3 (1978), 692–697; Theory Probab. Appl., 23:3 (1979), 667–671
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https://www.mathnet.ru/eng/tvp3095 https://www.mathnet.ru/eng/tvp/v23/i3/p692
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