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Regular version of the site

Book chapter

Some Approximation Problems in Statistics and Probability

P. 235-249.
Ulyanov V. V., Prokhorov Y. V.

We review the results about the accuracy of approximations for distributions of functionals of sums of independent random elements with values in a Hilbert space. Mainly we consider recent results for quadratic and almost quadratic forms motivated by asymptotic problems in mathematical statistics. Some of the results are optimal and could not be further improved without additional conditions.

In book

Vol. 42: Limit Theorems in Probability, Statistics and Number Theory, In Honor of Friedrich Götze.. Berlin: Springer, 2013.