Wasserstein-2 bounds in normal approximation under local dependence
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Publication:2631861
Abstract: We obtain a general bound for the Wasserstein-2 distance in normal approximation for sums of locally dependent random variables. The proof is based on an asymptotic expansion for expectations of second-order differentiable functions of the sum. We apply the main result to obtain Wasserstein-2 bounds in normal approximation for sums of -dependent random variables, U-statistics and subgraph counts in the ErdH{o}s-R'enyi random graph. We state a conjecture on Wasserstein- bounds for any positive integer and provide supporting arguments for the conjecture.
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(18)- Wide consensus aggregation in the Wasserstein space. Application to location-scatter families
- Normal approximation under local dependence.
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