【摘 要】
：
The concentration inequality approach for normal approximation by Steins method is generalized to multivariate setting.We use this approach to prove a multi
【机 构】
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National University of Singapore Singapore
【出 处】
：
The Third IMS-China International Conference on Statistics a
论文部分内容阅读
The concentration inequality approach for normal approximation by Steins method is generalized to multivariate setting.We use this approach to prove a multivariate normal approximation theorem for standardized sums of independent random vectors with an error bound of the order k1/2γ, where k is the dimension of the random vectors and γ is the sum of absolute third moments of the random vectors.
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