M. I. Tikhomirova, V. P. Chistyakov, “Normal approximation of multidimensional <nobr>$\chi^2$</nobr> distribution”, Tr. Diskr. Mat., 2001, Volume 4,Pages <nobr>259

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Tr. Diskr. Mat., 2001 Volume 4, Pages 259–272 (Mi tdm68)

Normal approximation of multidimensional $\chi^2$ distribution

M. I. Tikhomirova, V. P. Chistyakov