Optimal rates of convergence in the CLT for quadratic forms

DOI10.1214/AOP/1042644727zbMATH Open0858.62010OpenAlexW2072170170MaRDI QIDQ1922089FDOQ1922089

Authors: Vidmantas Bentkus, Friedrich Götze 

Publication date: 12 September 1996

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1042644727

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zbMATH Keywords

central limit theoremHilbert spaceoptimal convergence ratesquadratic formsfourth momentBerry-Esseen type boundellipsoidsmultidimensional spaces

Mathematics Subject Classification ID

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

Cited In (23)

• Bounds for the accuracy of Poissonian approximations of stable laws
• Central limit theorem in high dimensions: the optimal bound on dimension growth rate
• Explicit rates of approximation in the CLT for quadratic forms
• Asymptotics for Self-Normalized Random Products of Sums for Mixing Sequences
• Some optimal bounds in the central limit theorem using zero biasing
• On distribution of error of linear wavelet estimator of probability density
• Non-uniform bounds for short asymptotic expansions in the CLT for balls in a Hilbert space
• Edgeworth expansion for \(U\)-statistics under minimal conditions.
• A high-dimensional CLT in \(\mathcal {W}_2\) distance with near optimal convergence rate
• A weak invariance principle for self-normalized products of sums of mixing sequences
• Optimal bounds in non-Gaussian limit theorems for \(U\)-statistics
• Berry-{E}sseen bounds for the number of maxima in planar regions
• On Hilbertian stochastic processes: convergence in the central limit theorem
• Asymptotics for Self-Normalized Random Products of Sums for Mixing Sequences
• On the self-normalized Cramér-type large deviation
• Uniform rates of approximation by short asymptotic expansions in the CLT for quadratic forms
• A Bayesian-motivated test for high-dimensional linear regression models with fixed design matrix
• Almost sure convergence for self-normalized products of sums of partial sums of \(\rho^-\)-mixing sequences
• Asymptotic expansions in non-central limit theorems for quadratic forms
• A general result on almost sure central limit theorem for self-normalized sums for mixing sequences
• Exact rates in complete moment convergence of self-normalized sums for multidimensionally indexed random variables
• Almost sure central limit theorem for self-normalized products of partial sums of negatively associated sequences
• On the remainder term in the approximate Fourier inversion formula for distribution functions

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