Timeline for Multivariate Central Limit Theorem For Non-Identical Distribution
Current License: CC BY-SA 3.0
4 events
| when toggle format | what | by | license | comment | |
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| Jun 22, 2017 at 1:27 | comment | added | Thomas Dybdahl Ahle | Thank you! I have had a hard time figuring out the bounds in Gotze and others. Do you know if there is also a multiplicative bound? Something like $-\log\Pr[S\in A] = L(A) x^2 n + O(x^3) + o(n)$ where $L$ is some function and $x$ is some distance parameter from $A$ to the origin. It seems to me a bound can be derived from Large Deviation Theory, but I can't find any good references. | |
| Jul 18, 2013 at 20:51 | comment | added | Ryan O'Donnell | I kind of agree with the (now-deleted) comment made by OP that it's not clear why this question is On Hold. It's not so easy to find clear statements about the multidimensional, non-iid, CLT in the literature. For example, the (first?) paper on the multidim CLT by Sazonov only treats the iid case, and the standard textbook by Bhattacharya and Rao is a bit of a nightmare to read (in my opinion). | |
| Jul 15, 2013 at 2:35 | vote | accept | alex | ||
| Jul 15, 2013 at 1:45 | history | answered | Ryan O'Donnell | CC BY-SA 3.0 |