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Necessary and sufficient conditions on rates of convergence in the multidimensional central limit theorem

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Abstract

It is shown that the rate of convergence in the multidimensional central limit theorem and in its nonuniform version heavily depends on the behavior of the tails of the distribution of X1.

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  1. Mathematisches Institut der Universität zu Köln, Weyertal 86, 5000, Köln 41

    R. Michel

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  1. R. Michel
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Michel, R. Necessary and sufficient conditions on rates of convergence in the multidimensional central limit theorem. Manuscripta Math 28, 361–377 (1979). https://doi.org/10.1007/BF01954614

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  • DOI: https://doi.org/10.1007/BF01954614

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