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arxiv: 1003.4254 · v1 · submitted 2010-03-22 · 🧮 math.ST · math.PR· stat.TH

An Exposition of G\"otze's Estimation of the Rate of Convergence in the Multivariate Central Limit Theorem

classification 🧮 math.ST math.PRstat.TH
keywords otzemainsteinbirthdaycentralcharlesconstantconvergence
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We provide an explanation of the main ideas underlying G\"otze'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 G\"otze's paper. We would like to dedicate this to Charles Stein on the occasion of his 90th birthday.

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