Explicit rates of approximation in the CLT for quadratic forms

Friedrich Götze, Andrei Yu. Zaitsev

Let $X,X_1,X_2,\dots$ be i.i.d. ${\mathbb{R}}^d$-valued real random vectors. Assume that $\mathbf{E}X=0$, $\mathrm{cov}X=\mathbb{C}$, $\mathbf{E}\Vert X{\Vert }^2={\sigma }^2$ and t…