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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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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