Uniform and nonuniform estimates in the CLT for Banach valued dependent random variables
A uniform estimate of the rate of convergence in the central limit theorem (CLT) in certain Banach spaces for dependent random variables is established when the Gaussian measure of the [epsilon]-neighbourhood of the boundary of a set is proportional to [epsilon] and the third order moment is finite in the strong sense. A uniform estimate in the CLT for Banach valued dependent random variables is carried out when the B-space is well behaved for a martingale transform.
Year of publication: |
1988
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Authors: | Basu, A. K. |
Published in: |
Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 25.1988, 2, p. 153-163
|
Publisher: |
Elsevier |
Keywords: | dependent random vector B-valued random variable central limit theorem uniform bound nonuniform bound martingale transform |
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