Normal approximation - some recent advances
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Publication:1152876
Cited in
(41)- Gaussian measures on linear spaces
- On proximity of distributions of successive sums with respect to the Prokhorov distance
- An optimal Berry-Esseen type theorem for integrals of smooth functions
- \(U\)-statistics in Banach spaces
- On Markov chain approximations for computing boundary crossing probabilities of diffusion processes
- Two-sided bounds and leading term for rates of convergence in the multivariate central limit theorem
- Beyond Gaussian approximation: bootstrap for maxima of sums of independent random vectors
- A note on numerical rate of convergence estimates in central limit theorem
- Rates of convergence in multivariate extreme value theory
- A simple construction of the fractional Brownian motion.
- A note on the multivariate local limit theorem
- Lower bound for the rate of convergence in the CLT in a Hilbert space
- Multidimensional version of the results of Komlos, Major and Tusnady for vectors with finite exponential moments
- Asymptotic expansions in the integral and local limit theorems in Banach spaces with applications to \(\omega\)-statistics
- Random walks on discrete groups of polynomial volume growth
- A multivariate Berry-Esseen theorem with explicit constants
- Nonuniform estimate of the rate of convergence to a stable law in the multidimensional central limit theorem
- Sums of Independent Random Vectors: Proximity Estimating
- Statistical properties of \(b\)-adic diaphonies
- Characteristic functionals of probabilistic measures in DS-groups and related topics
- A stationary bootstrap test about two mean vectors comparison with somewhat dense differences and fewer sample size than dimension
- Bounds for stable measures of convex shells and stable approximations
- Zur Abschätzung der charakteristischen Funktion einer Summe zufälliger Vektoren
- Non-interactive correlation distillation, inhomogeneous Markov chains, and the reverse Bonami-Beckner inequality
- Expansions for von Mises functionals
- Rate of convergence in the central limit theorem for empirical processes
- On the dependence of the Berry-Esseen bound on dimension
- Hardness amplification within NP
- Non-uniform bounds for short asymptotic expansions in the CLT for balls in a Hilbert space
- On probabilities of large deviations in Banach spaces
- Nonuniform bounds on the error of the normal approximation in \(H\)
- Rate of convergence in CLT on stratified groups
- Asymptotically precise estimate of the accuracy of Gaussian approximation in Hilbert space
- Rates of convergence of \(\alpha\)-stable random motions
- On the rate of convergence to bivariate stable laws
- Nonuniform estimate of the rate of convergence in the CLT with stable limit distribution
- A convolution inequality, yielding a sharper Berry-Esseen theorem for summands Zolotarev-close to normal
- A Non-Classical Error-Estimate in the Central Limit Theorem
- Large ball probabilities, Gaussian comparison and anti-concentration
- A multivariate CLT for weighted sums with rate of convergence of order \(O(1/n)\)
- High-dimensional CLT: improvements, non-uniform extensions and large deviations
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