An Exposition of G\"otze's Estimation of the Rate of Convergence in the Multivariate Central Limit Theorem

Abstract

We provide an explanation of the main ideas underlying G\"otze's main result in using Stein's method. We also provide detailed derivations of various intermediate estimates. Curiously, we are led to a different dimensional dependence of the constant than that given G\"otze's paper. We would like to dedicate this to Charles Stein on the occasion of his 90th birthday.