On the rate of approximation in the central limit theorem for dependent random variables and random vectors

A. K. Basu

Journal of Multivariate Analysis, 1980, vol. 10, issue 4, 565-578

Abstract: Large "O" and small "o" approximations of the expected value of a class of smooth functions (f [set membership, variant] Cr(R)) of the normalized partial sums of dependent random variable by the expectation of the corresponding functions of normal random variables have been established. The same types of approximations are also obtained for dependent random vectors. The technique used is the Lindberg-Lévy method generalized by Dvoretzky to dependent random variables.

Keywords: Dependent; random; variables; Random; Vector; Normal; Approximations; Lindberg-Lévy; method (search for similar items in EconPapers)
Date: 1980
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Citations: View citations in EconPapers (2)

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