title: Estimates of the convergence rate in the “interval” CLT for sums of independent random vectors
metadata.name: dc.contributor.author
metadata.value: Rozovsky, Leonid V.
metadata.lang: -
metadata.name: dc.date.accessioned
metadata.value: 2017-09-20T13:46:27Z
metadata.lang: -
metadata.name: dc.date.available
metadata.value: 2017-09-20T13:46:27Z
metadata.lang: -
metadata.name: dc.date.issued
metadata.value: 2017-09
metadata.lang: -
metadata.name: dc.identifier.citation
metadata.value: Rozovsky L.V. Estimates of the convergence rate in the “interval” CLT for sums of independent random vectors. Vestnik SPbSU. Mathematics. Mechanics. Astronomy, 2017, vol. 4 (62), issue 3, pp. 466–476.
metadata.lang: en_GB
metadata.name: dc.identifier.other
metadata.value: 10.21638/11701/spbu01.2017.309
metadata.lang: -
metadata.name: dc.identifier.uri
metadata.value: http://hdl.handle.net/11701/7149
metadata.lang: -
metadata.name: dc.description.abstract
metadata.value: The remainder term in the multidimensional central limit theorem for sum of independent random vectors
  is evaluated taking into account the measure of the set which this sum falls into. The obtained estimates
  refine and supplement some previously known results due to the weakening of the moment conditions and
  a more accurate account of the dependence on the covariance matrix. A variant of the smoothing lemma,
  which in the one-dimensional case is an interval version of the known Esseen Petrov lemma is also given.
  Refs 8.
metadata.lang: en_GB
metadata.name: dc.description.sponsorship
metadata.value: Работа выполнена при финансовой поддержке РФФИ (грант №16-01-00367).
metadata.lang: en_GB
metadata.name: dc.language.iso
metadata.value: ru
metadata.lang: en_GB
metadata.name: dc.publisher
metadata.value: St Petersburg State University
metadata.lang: en_GB
metadata.name: dc.relation.ispartofseries
metadata.value: Vestnik of St Petersburg University. Mathematics. Mechanics. Astronomy;Volume 4 (62); Issue 3
metadata.lang: -
metadata.name: dc.subject
metadata.value: central limit theorem
metadata.lang: en_GB
metadata.name: dc.subject
metadata.value: independent random vectors
metadata.lang: en_GB
metadata.name: dc.subject
metadata.value: volume of borel set
metadata.lang: en_GB
metadata.name: dc.title
metadata.value: Estimates of the convergence rate in the “interval” CLT for sums of independent random vectors
metadata.lang: en_GB
metadata.name: dc.type
metadata.value: Article
metadata.lang: en_GB
resources.filename: 09-Rozovsky.pdf
resources.url: https://dspace.spbu.ru/bitstream/11701/7149/1/09-Rozovsky.pdf
resources.format: Adobe PDF
resources.size: 261,93 kB