Higher-order Stein kernels for Gaussian approximation
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Publication:5139059
DOI10.4064/sm190415-28-10zbMath1468.60032arXiv1812.02703OpenAlexW3038838410MaRDI QIDQ5139059
Publication date: 4 December 2020
Published in: Studia Mathematica (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1812.02703
Related Items (11)
On infinite covariance expansions ⋮ First-order covariance inequalities via Stein's method ⋮ Stein's method for functions of multivariate normal random variables ⋮ Bounds for the chi-square approximation of Friedman's statistic by Stein's method ⋮ Nearly optimal central limit theorem and bootstrap approximations in high dimensions ⋮ Bounding Kolmogorov distances through Wasserstein and related integral probability metrics ⋮ Covariance representations, \(L^p\)-Poincaré inequalities, Stein's kernels, and high-dimensional CLTs ⋮ High-dimensional central limit theorems by Stein's method ⋮ Estimation of smooth functionals in high-dimensional models: bootstrap chains and Gaussian approximation ⋮ Stability of higher order eigenvalues in dimension one ⋮ New error bounds for Laplace approximationviaStein’s method
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