On Asymptotic Expansions in the “Interval” CLT for Sums of Independent Random Vectors

On Asymptotic Expansions in the “Interval” CLT for Sums of Independent Random Vectors

We study the remainder term taking into account the asymptotic expansions in the multidimensional central limit theorem for sums of independent random vectors. The dependence of the remainder term on the measure of hitting set is studied.

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Veröffentlicht in:Journal of mathematical sciences (New York, N.Y.) N.Y.), 2020-02, Vol.244 (5), p.885-895
1. Verfasser: Rozovsky, L. V.
Format: Artikel
Sprache:eng
Schlagworte:
Asymptotic series
Mathematics
Mathematics and Statistics
Sums
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Beschreibung
Zusammenfassung:We study the remainder term taking into account the asymptotic expansions in the multidimensional central limit theorem for sums of independent random vectors. The dependence of the remainder term on the measure of hitting set is studied.
ISSN:1072-3374
1573-8795
DOI:10.1007/s10958-020-04660-0