On the Rate of Convergence in the CLT with Respect to the Kantorovich Metric

@inproceedings{Rachev1994OnTR,
  title={On the Rate of Convergence in the CLT with Respect to the Kantorovich Metric},
  author={Svetlozar T. Rachev and Ludger R{\"u}schendorf},
  year={1994},
  url={https://api.semanticscholar.org/CorpusID:118684413}
}
In this paper, the rate of convergence in the CLT is estimated w.r.t. the Kantorovich metric for random variables with values in separable Banach spaces. In the first part, the rate in stable limit theorems for sums of i.i.d. random variables is considered. The method of proof is an extension of the Bergstrom convolution method. All assumptions regarding the domain of attraction are given in a metric form. In the second part of the paper an extension is given to the martingale case. For the… 
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