On the accuracy of normal approximation
The aim of the present paper is to obtain estimates of the speed of convergence in the central limit theorem in Rk for variation distance valid when (truncated) pseudo-moments are small enough. Together with the integral type estimates of Bhattacharya and Sweeting [5,6] the results of this paper lead to the integral type estimates in terms of pseudo-moments. Similar (but somewhat less general) results were anounced in [1].
Year of publication: |
1982
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Authors: | Sazonov, V. V. ; Ulyanov, V. V. |
Published in: |
Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 12.1982, 3, p. 371-384
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Publisher: |
Elsevier |
Keywords: | Sums of random vectors independent identically distributed variation distance pseudomoments integral type estimates |
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