Uniform rates of convergence in the CLT for quadratic forms in multidimensional spaces

DOI10.1007/S004400050136zbMATH Open0888.60021OpenAlexW2000360142MaRDI QIDQ1376205FDOQ1376205

Authors: Friedrich Götze, Vidmantas Bentkus 

Publication date: 11 December 1997

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s004400050136

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zbMATH Keywords

Gaussian random vectorcovariance operatorconcentration function

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05)

Cited In (17)

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• Cramér-type moderate deviation for quadratic forms with a fast rate
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• High-dimensional consistent independence testing with maxima of rank correlations
• Departure from normality of increasing-dimension martingales
• On the boson spectrum of the N particle Schrödinger operator with periodic binary potential (dense matter)
• A high-dimensional CLT in \(\mathcal {W}_2\) distance with near optimal convergence rate
• Optimal bounds in non-Gaussian limit theorems for \(U\)-statistics
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• Limit theorems for radial random walks on Euclidean spaces of high dimensions
• Toward the history of the Saint St. Petersburg school of probability and statistics. I: Limit theorems for sums of independent random variables
• Proof of Tomaszewski's conjecture on randomly signed sums
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• Asymptotic expansions in non-central limit theorems for quadratic forms
• Asymptotic expansions for the Laplace approximations of sums of Banach space-valued random variables

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