Approximation of projections of random vectors

DOI10.1007/s10959-010-0299-2zbMath1255.60079arXiv0912.2044OpenAlexW1985890860MaRDI QIDQ430975

Elizabeth S. Meckes

Publication date: 26 June 2012

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0912.2044

zbMATH Keywords

entropyStein's methodprojection pursuitrandom measuresmeasure concentration

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Inequalities; stochastic orderings (60E15) Random measures (60G57)

Related Items (6)

Large deviations for high-dimensional random projections of \(\ell_p^n\)-balls ⋮ Geometric sharp large deviations for random projections of \(\ell_p^n\) spheres and balls ⋮ Stein’s method of normal approximation for dynamical systems ⋮ Another observation about operator compressions ⋮ High-dimensional limit theorems for random vectors in ℓpn-balls. II ⋮ Change-Point Detection of the Mean Vector with Fewer Observations than the Dimension Using Instantaneous Normal Random Projections

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Sudakov's typical marginals, random linear functionals and a conditional central limit theorem
• Multivariate normal approximation with Stein's method of exchangeable pairs under a general linearity condition
• Quantitative asymptotics of graphical projection pursuit
• Asymptotic theory of finite dimensional normed spaces. With an appendix by M. Gromov: Isoperimetric inequalities in Riemannian manifolds
• Two moments suffice for Poisson approximations: The Chen-Stein method
• Stein's method and multinomial approximation
• Poisson approximation for dependent trials
• Poisson approximation and the Chen-Stein method. With comments and a rejoinder by the authors
• On concentration of distributions of random weighted sums
• Weak convergence and empirical processes. With applications to statistics
• Asymptotics of graphical projection pursuit
• The sizes of compact subsets of Hilbert space and continuity of Gaussian processes
• On Stein’s method for multivariate normal approximation

This page was built for publication: Approximation of projections of random vectors