Quantitative de Jong theorems in any dimension

DOI10.1214/16-EJP19MaRDI QIDQ508453zbMATH OpenOpenAlexFDO

Authors Christian Döbler, Giovanni Peccati

Publication date 7 February 2017

Published in Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1603.00804, https://projecteuclid.org/euclid.ejp/1483585524

zbMATH Keywords

Stein's methodexchangeable pairsHoeffding decompositionde Jong's theoremdegenerate \(U\)-statisticsmultidimensional convergencequantitative central limit theorems

Mathematics Subject Classification ID

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

Abstract: We develop a new quantitative approach to a multidimensional version of the well-known {it de Jong's central limit theorem} under optimal conditions, stating that a sequence of Hoeffding degenerate $U$-statistics whose fourth cumulants converge to zero satisfies a CLT, as soon as a Lindeberg-Feller type condition is verified. Our approach allows one to deduce explicit (and presumably optimal) Berry-Esseen bounds in the case of general $U$-statistics of arbitrary order $dgeq1$. One of our main findings is that, for vectors of $U$-statistics satisfying de Jong' s conditions and whose covariances admit a limit, componentwise convergence systematically implies joint convergence to Gaussian: this is the first instance in which such a phenomenon is described outside the frameworks of homogeneous chaoses and of diffusive Markov semigroups.

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• Berry-Esseen bounds for generalized \(U\)-statistics
• A Berry-Esseén theorem for partial sums of functionals of heavy-tailed moving averages
• The fourth moment theorem on the Poisson space
• Asymptotic analysis of \(k\)-hop connectivity in the 1D unit disk random graph model
• New error bounds in multivariate normal approximations via exchangeable pairs with applications to Wishart matrices and fourth moment theorems
• The infinitesimal model: definition, derivation, and implications
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• Optimal rates for independence testing via \(U\)-statistic permutation tests
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• scientific article; zbMATH DE number 7662451 (Why is no real title available?)
• The multivariate functional de Jong CLT
• Fourth moment theorems on the Poisson space: analytic statements via product formulae
• Total variation distance between stochastic polynomials and invariance principles
• Multivariate normal approximation on the Wiener space: new bounds in the convex distance
• From \(p\)-Wasserstein bounds to moderate deviations
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• The Gamma Stein equation and noncentral de Jong theorems
• Functional convergence of sequential \(U\)-processes with size-dependent kernels
• Fourth moment theorems on the Poisson space in any dimension
• The Berry-Esseen bound in de Jong's CLT
• Stein's method for multivariate Brownian approximations of sums under dependence
• Asymptotic behavior of large Gaussian correlated Wishart matrices
• High-dimensional central limit theorems for homogeneous sums
• Rates of convergence in the central limit theorem for nonlinear statistics under relaxed moment conditions
• Stein's method of exchangeable pairs in multivariate functional approximations
• Vector-valued statistics of binomial processes: Berry-Esseen bounds in the convex distance

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