On the Rate of Convergence for the Multidimensional Invariance Principle
Author:
Publisher
Society for Industrial & Applied Mathematics (SIAM)
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Link
http://epubs.siam.org/doi/pdf/10.1137/1120069
Reference7 articles.
Cited by 7 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献
1. The accuracy of strong Gaussian approximation for sums of independent random vectors;Russian Mathematical Surveys;2013-08-31
2. Bounds for the Rate of Strong Approximation in the Multidimensional Invariance Principle;Theory of Probability & Its Applications;2009-01
3. Rates of convergence in a central limit theorem for stochastic processes defined by differential equations with a small parameter;Journal of Multivariate Analysis;1992-10
4. On the Convergence Rate in the Invariance Principle;Theory of Probability & Its Applications;1985-01
5. Summary of Reports Presented at Sessions of the Probability and Mathematical Statistics Seminar at the Mathematics Institute of the Siberian Section of the USSR Academy of Sciences, February–May 1982;Theory of Probability & Its Applications;1984-01
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