A multidimensional version of a result of Sakhanenko for the Gaussian approximation of sequences of successive sums of independent nonidentically distributed random vectors with finite exponential moments is obtained.

Original languageEnglish
Pages (from-to)490-514
Number of pages25
JournalTheory of Probability and its Applications
Volume46
Issue number3
DOIs
StatePublished - 1 Jan 2002

    Research areas

  • Multidimensional invariance principle, Strong approximation, Sums of independent nonidentically distributed random vectors

    Scopus subject areas

  • Statistics and Probability
  • Statistics, Probability and Uncertainty

ID: 49552535