On the dependence of the Berry-Esseen bound on dimension
From MaRDI portal
Publication:1873081
DOI10.1016/S0378-3758(02)00094-0zbMath1017.60023WikidataQ105583822 ScholiaQ105583822MaRDI QIDQ1873081
Publication date: 19 May 2003
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Related Items (53)
Berry-Esseen bounds for Chernoff-type nonstandard asymptotics in isotonic regression ⋮ Berry-Esseen bounds for multivariate nonlinear statistics with applications to M-estimators and stochastic gradient descent algorithms ⋮ Prohorov-type local limit theorems on abstract Wiener spaces ⋮ Multivariate approximation in total variation. II: Discrete normal approximation ⋮ Nonparametric estimation and inference under shape restrictions ⋮ Optimal rates of convergence of second-degree polynomials in several metrics ⋮ A two-sample test for mean functions with increasing number of projections ⋮ A high-dimensional CLT in \(\mathcal {W}_2\) distance with near optimal convergence rate ⋮ Test of independence for functional data ⋮ Rates of convergence for multivariate normal approximation with applications to dense graphs and doubly indexed permutation statistics ⋮ High-dimensional central limit theorems for homogeneous sums ⋮ Gaussian approximation for penalized Wasserstein barycenters ⋮ Asymptotic for the cumulative distribution function of the degrees and homomorphism densities for random graphs sampled from a graphon ⋮ Nearly optimal central limit theorem and bootstrap approximations in high dimensions ⋮ Finite Blocklength Lossy Source Coding for Discrete Memoryless Sources ⋮ Bounding Kolmogorov distances through Wasserstein and related integral probability metrics ⋮ Bootstrapping max statistics in high dimensions: near-parametric rates under weak variance decay and application to functional and multinomial data ⋮ Central limit theorems for high dimensional dependent data ⋮ Inference in a Class of Optimization Problems: Confidence Regions and Finite Sample Bounds on Errors in Coverage Probabilities ⋮ Second- and higher-order Gaussian anticoncentration inequalities and error bounds in Slepian's comparison theorem ⋮ The log-linear group-lasso estimator and its asymptotic properties ⋮ Gaussian approximation for high dimensional vector under physical dependence ⋮ Unnamed Item ⋮ Nonclassical Berry-Esseen inequalities and accuracy of the bootstrap ⋮ Test of significance for high-dimensional longitudinal data ⋮ Realistic models of financial market and structural stability ⋮ Stein's method and a quantitative Lindeberg CLT for the Fourier transforms of random vectors ⋮ A multivariate CLT for bounded decomposable random vectors with the best known rate ⋮ Uniform confidence bands: characterization and optimality ⋮ Gaussian and bootstrap approximations for high-dimensional U-statistics and their applications ⋮ Randomized Optimal Stopping Algorithms and Their Convergence Analysis ⋮ Robust Topological Inference: Distance To a Measure and Kernel Distance ⋮ Beyond Gaussian approximation: bootstrap for maxima of sums of independent random vectors ⋮ Uniform confidence bands for functions estimated nonparametrically with instrumental variables ⋮ Normal approximations for wavelet coefficients on spherical Poisson fields ⋮ Explicit non-asymptotic bounds for the distance to the first-order Edgeworth expansion ⋮ Bounding the difference between true and nominal rejection probabilities in tests of hypotheses about instrumental variables models ⋮ A note on a local limit theorem for Wiener space valued random variables ⋮ A stationary bootstrap test about two mean vectors comparison with somewhat dense differences and fewer sample size than dimension ⋮ Non-asymptotic results for singular values of Gaussian matrix products ⋮ Central Limit Theorem in high dimensions: The optimal bound on dimension growth rate ⋮ Dirichlet approximation of equilibrium distributions in Cannings models with mutation ⋮ Higher-order fluctuations in dense random graph models ⋮ Large ball probabilities, Gaussian comparison and anti-concentration ⋮ A multivariate Berry-Esseen theorem with explicit constants ⋮ Multivariate normal approximation on the Wiener space: new bounds in the convex distance ⋮ Unnamed Item ⋮ Some remarks about the maximal perimeter of convex sets with respect to probability measures ⋮ Central limit theorem and bootstrap approximation in high dimensions: near \(1/\sqrt{n}\) rates via implicit smoothing ⋮ New Edgeworth-type expansions with finite sample guarantees ⋮ Comparison and anti-concentration bounds for maxima of Gaussian random vectors ⋮ Критерии проверки гипотезы о наличии зашумленной функциональной зависимости между случайными двоичными векторами и битами ⋮ Rerandomization with diminishing covariate imbalance and diverging number of covariates
Cites Work
- On the rate of convergence in the multivariate CLT
- Dependence of the Berry-Esseen estimate on the dimension
- Normal approximation - some recent advances
- The reverse isoperimetric problem for Gaussian measure
- An Estimate of the Lévy–Prokhorov Metric
- Normal Approximation
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
This page was built for publication: On the dependence of the Berry-Esseen bound on dimension