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In this note we obtain rates of convergence in the central limit theorem for certain maximum of coordinate partial sums of independent identically distributed random vectors having positive mean vector and a nonsingular correlation matrix. The results obtained are in terms of rates of...
Persistent link: https://www.econbiz.de/10005199788
An interesting recent result of [5], Ann. Probability 5, 595-600) is investigated further. Rates of convergence in the conditioned central limit theorem are developed for partial sums and maximum partial sums, with positive mean and zero mean separately, of sequences of independent identically...
Persistent link: https://www.econbiz.de/10005160418