Normal approximation for nonlinear statistics using a concentration inequality approach
From MaRDI portal
Publication:2465279
DOI10.3150/07-BEJ5164zbMath1146.62310arXiv0708.4272OpenAlexW2004676656MaRDI QIDQ2465279
Louis H. Y. Chen, Qui-Man Shao
Publication date: 9 January 2008
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0708.4272
normal approximation\(U\)-statisticsnon-uniform Berry-Esseen bound\(L\)-statisticsnonlinear statisticsuniform Berry-Esseen boundmultisample \(U\)-statistics
Inequalities; stochastic orderings (60E15) Approximations to statistical distributions (nonasymptotic) (62E17) Nonparametric inference (62G99)
Related Items (38)
Optimal-order bounds on the rate of convergence to normality in the multivariate delta method ⋮ CLT For U-statistics With Growing Dimension ⋮ Asymptotic results on weakly increasing subsequences in random words ⋮ Non-asymptotic properties of spectral decomposition of large Gram-type matrices and applications ⋮ Berry-Esseen bounds for multivariate nonlinear statistics with applications to M-estimators and stochastic gradient descent algorithms ⋮ Wasserstein-2 bounds in normal approximation under local dependence ⋮ Berry-Esseen Bounds for Random Index Non Linear Statistics via Stein's Method ⋮ Berry-Esseen bounds for functionals of independent random variables ⋮ Rates of convergence in the central limit theorem for nonlinear statistics under relaxed moment conditions ⋮ Self-normalization: taming a wild population in a heavy-tailed world ⋮ Normal approximation for generalizedU-statistics and weighted random graphs ⋮ A refined Cramér-type moderate deviation for sums of local statistics ⋮ The Berry-Esseen bound for identically distributed random variables by Stein method ⋮ A refined randomized concentration inequality ⋮ Stein's method for multivariate Brownian approximations of sums under dependence ⋮ Berry-Esseen bounds for estimating undirected graphs ⋮ On an alternative sequence comparison statistic of Steele ⋮ Anticoncentration and Berry-Esseen bounds for random tensors ⋮ Wasserstein-\(p\) bounds in the central limit theorem under local dependence ⋮ Asymptotic results for random sums of dependent random variables ⋮ Stein's method for nonlinear statistics: a brief survey and recent progress ⋮ Asymptotic Relative Efficiency of the Kendall and Spearman Correlation Statistics ⋮ Zero bias transformation and asymptotic expansions ⋮ Simultaneous critical values for \(t\)-tests in very high dimensions ⋮ On the Bennett-Hoeffding inequality ⋮ Descent-inversion statistics in riffle shuffles ⋮ Cramér-type moderate deviation theorems for nonnormal approximation ⋮ Non-uniform Berry-Esseen bounds for weighted \(U\)-statistics and generalized \(L\)-statistics ⋮ On normal approximations to \(U\)-statistics ⋮ CLT-related large deviation bounds based on Stein's method ⋮ Normal approximation for sums of weighted \(U\)-statistics -- application to Kolmogorov bounds in random subgraph counting ⋮ Cramér type moderate deviation theorems for self-normalized processes ⋮ Bootstrapping and sample splitting for high-dimensional, assumption-lean inference ⋮ Stein's method of normal approximation: some recollections and reflections ⋮ An asymptotically optimal transform of Pearson's correlation statistic ⋮ Wasserstein distance error bounds for the multivariate normal approximation of the maximum likelihood estimator ⋮ AN EXTENSION OF RANDOM SUMMATIONS OF INDEPENDENT AND IDENTICALLY DISTRIBUTED RANDOM VARIABLES ⋮ Berry-Esseen bounds for generalized \(U\)-statistics
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- A note on Edgeworth expansions for \(U\)-statistics under minimal conditions
- Elementary symmetric polynomials of increasing order
- A Berry-Esseen bound for functions of independent random variables
- Convergence rates for U-statistics and related statistics
- The order of the normal approximation for linear combinations of order statistics with smooth weight functions
- On the Berry-Esseen theorem for U-statistics
- The Berry-Esseen theorem for U-statistics
- The rate of convergence for multivariate sampling statistics
- An Edgeworth expansion for symmetric statistics
- A Berry-Esseen bound for \(U\)-statistics in the non-i. i. d. case
- Edgeworth expansions in nonparametric statistics
- Lower estimates of the convergence rate for \(U\)-statistics
- The Berry-Esséen bound for Studentized statistics
- On the subspaces of \(L^p\) \((p > 2)\) spanned by sequences of independent random variables
- A Berry-Esseen bound for symmetric statistics
- Approximation Theorems of Mathematical Statistics
- Probability for Statisticians
- Mises’ Theorem on the Asymptotic Behavior of Functionals of Empirical Distribution Functions and Its Statistical Applications
- A Class of Statistics with Asymptotically Normal Distribution
- A non-uniform Berry-Esseen bound via Stein's method
This page was built for publication: Normal approximation for nonlinear statistics using a concentration inequality approach