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Convergence rates in the central limit theorem for stationary mixing sequences of random vectors

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  • Hipp, Christian

Abstract

Uniform and nonuniform Berry-Esseen bounds are given for strongly mixing and uniformly mixing stationary sequences of random vectors. The proofs are based on the classical Bernstein procedure.

Suggested Citation

  • Hipp, Christian, 1979. "Convergence rates in the central limit theorem for stationary mixing sequences of random vectors," Journal of Multivariate Analysis, Elsevier, vol. 9(4), pages 560-578, December.
    • Handle: RePEc:eee:jmvana:v:9:y:1979:i:4:p:560-578
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    Cited by:

    1. Krätschmer, Volker & Zähle, Henryk, 2011. "Sensitivity of risk measures with respect to the normal approximation of total claim distributions," Insurance: Mathematics and Economics, Elsevier, vol. 49(3), pages 335-344.
    2. Ling Peng & Yan Zhu & Wenxuan Zhong, 2023. "Lasso regression in sparse linear model with $$\varphi $$ φ -mixing errors," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 86(1), pages 1-26, January.

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