Gaussian approximations for high-dimensional non-degenerate U-statistics via exchangeable pairs

DOI10.1016/J.SPL.2021.109295MaRDI QIDQ2070591zbMATH OpenOpenAlexWikidataFDO

Authors Zhi Liu, Liuhua Peng, Guanghui Cheng

Publication date 24 January 2022

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2021.109295

zbMATH Keywords

\(U\)-statisticsexchangeable pairsGaussian approximationhigh-dimensionalnon-asymptotic boundStein's method

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Approximations to statistical distributions (nonasymptotic) (62E17) Asymptotic distribution theory in statistics (62E20)

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Cites work

• A Class of Statistics with Asymptotically Normal Distribution
• Approximating high-dimensional infinite-order \(U\)-statistics: statistical and computational guarantees
• Approximations for multivariate U-statistics
• Beyond Gaussian approximation: bootstrap for maxima of sums of independent random vectors
• Central limit theorems and bootstrap in high dimensions
• Comparison and anti-concentration bounds for maxima of Gaussian random vectors
• Gaussian and bootstrap approximations for high-dimensional U-statistics and their applications
• Gaussian approximations and multiplier bootstrap for maxima of sums of high-dimensional random vectors
• scientific article; zbMATH DE number 50805 (Why is no real title available?)
• Limit theorems for \(U\)-processes
• Multivariate normal approximation using exchangeable pairs
• Multivariate normal approximation with Stein's method of exchangeable pairs under a general linearity condition
• Randomized incomplete \(U\)-statistics in high dimensions

Cited in

(4)

• Gaussian and bootstrap approximations for high-dimensional U-statistics and their applications
• Randomized incomplete \(U\)-statistics in high dimensions
• Testing for practically significant dependencies in high dimensions via bootstrapping maxima of U-statistics
• Statistical Inference for High-Dimensional Convoluted Rank Regression

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