Quantile coupling inequalities and their applications
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Publication:1950174
DOI10.1214/12-PS198zbMath1307.62036MaRDI QIDQ1950174
David M. Mason, Harrison H. Zhou
Publication date: 10 May 2013
Published in: Probability Surveys (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.ps/1354125785
Theory of statistical experiments (62B15) Nonparametric estimation (62G05) Approximations to statistical distributions (nonasymptotic) (62E17)
Related Items (14)
The method of cumulants for the normal approximation ⋮ KMT coupling for random walk bridges ⋮ An improvement of Tusnády's inequality in the bulk ⋮ Cramér moderate deviation expansion for martingales with one-sided Sakhanenko's condition and its applications ⋮ Gaussianization machines for non-Gaussian function estimation models ⋮ A quantile inequality for location-scale distributions ⋮ From \(p\)-Wasserstein bounds to moderate deviations ⋮ Central limit theorem and near classical Berry-Esseen rate for self normalized sums in high dimensions ⋮ Characterization of \(H\)-Brownian Gibbsian line ensembles ⋮ Strong approximations for the \(p\)-fold integrated empirical process with applications to statistical tests ⋮ Characterization of Brownian Gibbsian line ensembles ⋮ Some asymptotic results for the integrated empirical process with applications to statistical tests ⋮ Cramér-type moderate deviations for stationary sequences of bounded random variables ⋮ Sheep in wolf's clothing: using the least squares criterion for quantile estimation
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