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arXiv · 1003.4254

An Exposition of Götze's Estimation of the Rate of Convergence in the Multivariate Central Limit Theorem

Rabi Bhattacharya·Susan Holmes
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Abstract

We provide an explanation of the main ideas underlying Götze's main result in using Stein's method. We also provide detailed derivations of various intermediate estimates. Curiously, we are led to a different dimensional dependence of the constant than that given Götze's paper. We would like to dedicate this to Charles Stein on the occasion of his 90th birthday.

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Rabi Bhattacharya, Susan Holmes. 2010-03-22. An Exposition of Götze's Estimation of the Rate of Convergence in the Multivariate Central Limit Theorem. https://arxiv.org/abs/1003.4254

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