Estimates for the strong approximation in multidimensional central limit theorem
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approximationresultsstrongauthorboundscentralconsideredconstants
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In a recent paper the author obtained optimal bounds for the strong Gaussian approximation of sums of independent $\R^d$-valued random vectors with finite exponential moments. The results may be considered as generalizations of well-known results of Koml\'os--Major--Tusn\'ady and Sakhanenko. The dependence of constants on the dimension $d$ and on distributions of summands is given explicitly. Some related problems are discussed.
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Cited by 1 Pith paper
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Computable Bounds for Strong Approximations with Applications
The paper supplies computable KMT-type bounds for bounded i.i.d. sums that depend only on range and variance (or an empirical estimate), plus a moderate-deviation byproduct.
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