Optimal Convergence Rates and One-Term Edgeworth Expansions for Multidimensional Functionals of Gaussian Fields (Q2871439)

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Optimal Convergence Rates and One-Term Edgeworth Expansions for Multidimensional Functionals of Gaussian Fields
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    Statements

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    23 January 2014
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    Malliavin calculus
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    Stein's method
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    Gaussian approximation
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    Edgeworth expansion
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    optimality
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    multiple integral
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    contraction
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    math.PR
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