An Exposition of Götze's Estimation of the Rate of Convergence in the Multivariate Central Limit Theorem

Details An Exposition of Götze's Estimation of the Rate of Convergence in the Multivariate Central Limit Theorem An Exposition of Götze's Estimation of the Rate of Convergence in the Multivariate Central Limit Theorem

2010-03-22

arxiv.org/abs/1003.4254v1

Mathematics

Statistics Theory

Scientific paper

We provide an explanation of the main ideas underlying G\"otze's main result
in using Stein's method. We also provide detailed derivations of various
intermediate estimates. Curiously, we are led to a different dimensional
dependence of the constant than that given G\"otze's paper. We would like to
dedicate this to Charles Stein on the occasion of his 90th birthday.

Affiliated with

Also associated with

No associations

Rating

An Exposition of Götze's Estimation of the Rate of Convergence in the Multivariate Central Limit Theorem does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with An Exposition of Götze's Estimation of the Rate of Convergence in the Multivariate Central Limit Theorem, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and An Exposition of Götze's Estimation of the Rate of Convergence in the Multivariate Central Limit Theorem will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-207158