A nonuniform bound to an independent test in high dimensional data analysis via Stein's method
From MaRDI portal
Publication:1733155
DOI10.1155/2019/8641870zbMath1431.62240OpenAlexW2913001347MaRDI QIDQ1733155
Publication date: 21 March 2019
Published in: Journal of Probability and Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1155/2019/8641870
Related Items
Cites Work
- Unnamed Item
- Unnamed Item
- Central limit theorems for classical likelihood ratio tests for high-dimensional normal distributions
- Some tests for the covariance matrix with fewer observations than the dimension under non-normality
- A high-dimensional test for the equality of the smallest eigenvalues of a covariance matrix
- An Improvement of Normal Approximation of Randomized Orthogonal Array Sampling Designs
- A non-uniform bound on normal approximation of randomized orthogonal array sampling designs
- Testing for complete independence in high dimensions
- An Introduction to Stein's Method
- Tests for High-Dimensional Covariance Matrices
- Berry-Esseen Inequality for Unbounded Exchangeable Pairs
- An Improvement of a Non Uniform Bound on Normal Approximation of Randomized Orthogonal Array Sampling Designs
- A Uniform Bound on a Combinatorial Central Limit Theorem for Randomized Orthogonal Array Sampling Designs
- A non-uniform Berry-Esseen bound via Stein's method