Non-uniform Berry-Esseen bound by unbounded exchangeable pairs approach

DOI10.1007/S11766-021-3933-0MaRDI QIDQ2244352zbMATH OpenOpenAlexFDO

Authors Da-li Liu, Zheng Li, Hanchao Wang, Zengjing Chen

Publication date 12 November 2021

Published in Applied Mathematics. Series B (English Edition) (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://arxiv.org/abs/1909.13477

zbMATH Keywords

Stein's methodexchangeable pairsnon-uniform Berry-Esseen bounds

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Central limit and other weak theorems (60F05)

Abstract: In this paper, a new technique is introduced to obtain non-uniform Berry-Esseen bounds of normal and nonnormal approximation for unbounded exchangeable pairs. This technique does not rely on the concentration inequalities developed by Chen and Shao cite{cls1, cls2} and can be applied to the quadratic forms, general Curie-Weiss model and an independence test. In particular, our non-uniform result about the independence test is under 6th moment condition, while the uniform bound in Chen and Shao cite{cs2} requires 24th moment condition.

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Cites work

• scientific article; zbMATH DE number 3438144 (Why is no real title available?)
• A central limit theorem for generalized quadratic forms
• A new method of normal approximation
• A non-uniform Berry-Esseen bound via Stein's method
• A short survey of Stein's method
• Asymptotic distribution of quadratic forms
• Berry-Esseen bounds of normal and nonnormal approximation for unbounded exchangeable pairs
• Berry-Esseen inequality for unbounded exchangeable pairs
• Limit theorems for sums of dependent random variables occurring in statistical mechanics
• Nonnormal approximation by Stein's method of exchangeable pairs with application to the Curie-Weiss model
• Normal approximation under local dependence.
• On coupling constructions and rates in the CLT for dependent summands with applications to the antivoter model and weighted U-statistics
• The Berry-Esseen bound for character ratios

Cited in

(4)

• Berry-Esseen inequality for unbounded exchangeable pairs
• Berry-Esseen bounds of normal and nonnormal approximation for unbounded exchangeable pairs
• An improvement of a nonuniform bound for unbounded exchangeable pairs
• Stein's method and a cubic mean-field model

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