Optimal rates of convergence in the CLT for quadratic forms
From MaRDI portal
Publication:1922089
DOI10.1214/aop/1042644727zbMath0858.62010OpenAlexW2072170170MaRDI QIDQ1922089
Friedrich Götze, Vidmantas Bentkus
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
Hilbert spacequadratic formsellipsoidscentral limit theoremfourth momentoptimal convergence ratesBerry-Esseen type boundmultidimensional spaces
Related Items (18)
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 ⋮ Almost sure convergence for self-normalized products of sums of partial sums of ρ¯-mixing sequences ⋮ Bounds for the accuracy of Poissonian approximations of stable laws ⋮ A high-dimensional CLT in \(\mathcal {W}_2\) distance with near optimal convergence rate ⋮ A general result on almost sure central limit theorem for self-normalized sums for mixing sequences ⋮ Explicit rates of approximation in the CLT for quadratic forms ⋮ Almost sure central limit theorem for self-normalized products of partial sums of negatively associated sequences ⋮ Edgeworth expansion for \(U\)-statistics under minimal conditions. ⋮ Uniform rates of approximation by short asymptotic expansions in the CLT for quadratic forms ⋮ A weak invariance principle for self-normalized products of sums of mixing sequences ⋮ Optimal bounds in non-Gaussian limit theorems for \(U\)-statistics ⋮ A Bayesian-motivated test for high-dimensional linear regression models with fixed design matrix ⋮ Asymptotics for Self-Normalized Random Products of Sums for Mixing Sequences ⋮ Asymptotics for Self-Normalized Random Products of Sums for Mixing Sequences ⋮ Asymptotic expansions in non-central limit theorems for quadratic forms ⋮ On the self-normalized Cramér-type large deviation ⋮ Exact rates in complete moment convergence of self-normalized sums for multidimensionally indexed random variables
This page was built for publication: Optimal rates of convergence in the CLT for quadratic forms
