An Exposition of G\'otze's Estimation of the Rate of Convergence in the Multivariate Central Limit Theorem

Autor: Bhattacharya, Rabi, Holmes, Susan
Rok vydání: 2010
Předmět:
Druh dokumentu: Working Paper
Popis: 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.
Databáze: arXiv