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arXiv:2305.14248 [math.PR]AbstractReferencesReviewsResources

Improved rates of convergence for the multivariate Central Limit Theorem in Wasserstein distance

Thomas Bonis

Published 2023-05-23Version 1

We provide new bounds for rates of convergence of the multivariate Central Limit Theorem in Wasserstein distances of order $p \geq 2$. In particular, we obtain an asymptotic bound for measures with a continuous component which we conjecture to be optimal.

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