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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Translated from Zapiski Nauchnykh Seminarov POMI, Vol. 466, 2017, pp. 273–288.
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Rozovsky, L.V. On Asymptotic Expansions in the “Interval” CLT for Sums of Independent Random Vectors. J Math Sci 244, 885–895 (2020). https://doi.org/10.1007/s10958-020-04660-0