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Casella and Lerner's "Theory of Point Estimation" (2nd edition) provides a definition of the multivariate Central Limit Theorem, for which no proof is given.

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What would be its derivation?

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  • $\begingroup$ If you can refer to the 1-D CLT, then the result automatically follows from Cramer-Wold device. $\endgroup$ – Sangchul Lee Apr 12 at 21:10

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