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On the accuracy of normal approximation

Author

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  • Sazonov, V. V.
  • Ulyanov, V. V.

Abstract

The aim of the present paper is to obtain estimates of the speed of convergence in the central limit theorem in Rk for variation distance valid when (truncated) pseudo-moments are small enough. Together with the integral type estimates of Bhattacharya and Sweeting [5,6] the results of this paper lead to the integral type estimates in terms of pseudo-moments. Similar (but somewhat less general) results were anounced in [1].

Suggested Citation

  • Sazonov, V. V. & Ulyanov, V. V., 1982. "On the accuracy of normal approximation," Journal of Multivariate Analysis, Elsevier, vol. 12(3), pages 371-384, September.
    • Handle: RePEc:eee:jmvana:v:12:y:1982:i:3:p:371-384
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