On the accuracy of normal approximation

V. V. Sazonov and V. V. Ulyanov

Journal of Multivariate Analysis, 1982, vol. 12, issue 3, 371-384

Abstract: 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].

Keywords: Sums; of; random; vectors; independent; identically; distributed; variation; distance; pseudomoments; integral; type; estimates (search for similar items in EconPapers)
Date: 1982
References: Add references at CitEc
Citations:

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/0047-259X(82)90072-0
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:jmvana:v:12:y:1982:i:3:p:371-384

Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

Access Statistics for this article

Journal of Multivariate Analysis is currently edited by de Leeuw, J.

More articles in Journal of Multivariate Analysis from Elsevier
Bibliographic data for series maintained by Catherine Liu ().