Wasserstein-\(p\) bounds in the central limit theorem under local dependence (Q6136841)
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scientific article; zbMATH DE number 7790312
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| English | Wasserstein-\(p\) bounds in the central limit theorem under local dependence |
scientific article; zbMATH DE number 7790312 |
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Wasserstein-\(p\) bounds in the central limit theorem under local dependence (English)
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17 January 2024
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The authors establish bounds of optimal rate in the Gaussian approximation of sums of locally dependent random variables in the Wasserstein-\(p\) distance. The proofs of the main results use Stein's method, employing an Edgeworth-type expansion of the Stein equation and a dependency graph approach. Applications are given to \(m\)-dependent random fields, U-statistics, and non-uniform Berry-Esseen bounds.
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local dependence
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normal approximation
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Stein's method
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U-statistics
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Wasserstein distance
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