For the univariate central limit theorem, the Berry-Esseen theorem gives a quantitative bound on the rate of convergence of distributions to the Normal distribution under Kolmogorov distance: https://en.wikipedia.org/wiki/Berry%E2%80%93Esseen_theorem Are similar statements known for the multivariate version of the central limit theorem, that use some standard distance measure? https://en.wikipedia.org/wiki/Central_limit_theorem#Multidimensional_central_limit_theorem ([current revisions](https://en.wikipedia.org/w/index.php?title=Central_limit_theorem&oldid=397609863#Multidimensional_central_limit_theorem)) This question is a re-post from https://math.stackexchange.com/questions/11596/quantitative-bounds-for-multivariate-central-limit-theorem Thanks,