Bounding Kolmogorov distances through Wasserstein and related integral probability metrics
From MaRDI portal
Publication:2685246
DOI10.1016/j.jmaa.2022.126985OpenAlexW4313594166MaRDI QIDQ2685246
Publication date: 20 February 2023
Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2201.12087
approximationStein's methodinequalityKolmogorov distanceWasserstein distanceintegral probability metric
Probability distributions: general theory (60E05) Stochastic processes (60Gxx) Probability theory on algebraic and topological structures (60Bxx) Statistical distribution theory (62Exx)
Related Items (1)
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Rates of convergence in normal approximation under moment conditions via new bounds on solutions of the Stein equation
- Quantitative stable limit theorems on the Wiener space
- Fundamentals of Stein's method
- Stein's method for comparison of univariate distributions
- Stein's method for steady-state diffusion approximations of \(\mathrm{M}/\mathrm{Ph}/n+\mathrm{M}\) systems
- Stein's method and stochastic analysis of Rademacher functionals
- On the rate of convergence in the multivariate CLT
- Stein's method on Wiener chaos
- Stein's method of exchangeable pairs for the Beta distribution and generalizations
- Malliavin-Stein method for variance-gamma approximation on Wiener space
- Multivariate normal approximation with Stein's method of exchangeable pairs under a general linearity condition
- Upper bounds for Stein-type operators
- \(L_1\) bounds for asymptotic normality of m-dependent sums using Stein's technique
- The reverse isoperimetric problem for Gaussian measure
- The Gamma Stein equation and noncentral de Jong theorems
- On the dependence of the Berry-Esseen bound on dimension
- A multivariate CLT for local dependence with \(n^{-1/2}\log n\) rate and applications to multivariate graph related statistics
- Convergence in total variation on Wiener chaos
- A bound on the Wasserstein-2 distance between linear combinations of independent random variables
- Stable limit theorems on the Poisson space
- Multivariate normal approximation on the Wiener space: new bounds in the convex distance
- Stein's method for the Poisson-Dirichlet distribution and the Ewens sampling formula, with applications to Wright-Fisher models
- Wasserstein and Kolmogorov error bounds for variance-gamma approximation via Stein's method. I
- A multivariate Berry-Esseen theorem with explicit constants
- Central limit theorems and bootstrap in high dimensions
- Behavior of the generalized Rosenblatt process at extreme critical exponent values
- Variance-gamma approximation via Stein's method
- Stein factors for variance-gamma approximation in the Wasserstein and Kolmogorov distances
- The law of iterated logarithm for subordinated Gaussian sequences: uniform Wasserstein bounds
- Normal Approximations with Malliavin Calculus
- Stein's method and the Laplace distribution
- STEIN'S METHOD AND THE BERRY-ESSÉEN THEOREM
- Normal Approximation by Stein’s Method
- A short survey of Stein's method
- An Introduction to Stein's Method
- On Choosing and Bounding Probability Metrics
- Multivariate normal approximations by Stein's method and size bias couplings
- Higher-order Stein kernels for Gaussian approximation
- Optimal Gamma Approximation on Wiener Space
- Dirichlet approximation of equilibrium distributions in Cannings models with mutation
- The optimal fourth moment theorem
- The incomplete gamma functions
- Stein's Method for the Beta Distribution and the Pólya-Eggenberger Urn
- Exact Distribution of the Product of Independent Generalized Gamma Variables with the Same Shape Parameter
- The Distribution of Products of Beta, Gamma and Gaussian Random Variables
This page was built for publication: Bounding Kolmogorov distances through Wasserstein and related integral probability metrics