Quantitative de Jong theorems in any dimension

DOI10.1214/16-EJP19zbMATH Open1357.60023arXiv1603.00804OpenAlexW2964055871MaRDI QIDQ508453FDOQ508453

Authors: Christian Döbler, Giovanni Peccati 

Publication date: 7 February 2017

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

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.

Full work available at URL: https://arxiv.org/abs/1603.00804

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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)

Cited In (26)

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• Fourth moment theorems on the Poisson space: analytic statements via product formulae
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• The Berry-Esseen bound in de Jong's CLT
• 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
• Total variation distance between stochastic polynomials and invariance principles
• Stein's method for multivariate Brownian approximations of sums under dependence
• Normal approximation and fourth moment theorems for monochromatic triangles
• Berry-Esseen bounds for functionals of independent random variables
• Vector-valued statistics of binomial processes: Berry-Esseen bounds in the convex distance
• The fourth moment theorem on the Poisson space
• The infinitesimal model: definition, derivation, and implications
• From \(p\)-Wasserstein bounds to moderate deviations
• A Berry-Esseén theorem for partial sums of functionals of heavy-tailed moving averages
• Asymptotic analysis of \(k\)-hop connectivity in the 1D unit disk random graph model
• Optimal rates for independence testing via \(U\)-statistic permutation tests
• Multivariate normal approximation on the Wiener space: new bounds in the convex distance
• High-dimensional central limit theorems for homogeneous sums
• Berry-Esseen bounds for generalized \(U\)-statistics
• The multivariate functional de Jong CLT
• Functional convergence of sequential \(U\)-processes with size-dependent kernels
• The Gamma Stein equation and noncentral de Jong theorems

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