KOLMOGOROV DISTANCE FOR MULTIVARIATE NORMAL APPROXIMATION
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Publication:5216998
DOI10.11568/kjm.2015.23.1.1zbMath1433.60029OpenAlexW2127507927MaRDI QIDQ5216998
Publication date: 21 February 2020
Published in: Korean Journal of Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.11568/kjm.2015.23.1.1
fractional Brownian motionMalliavin calculusStein's methodKolmogorov distanceWasserstein distancemultidimensional normal approximation
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High-dimensional central limit theorems by Stein's method ⋮ Multivariate second order Poincaré inequalities for Poisson functionals ⋮ Multivariate normal approximation on the Wiener space: new bounds in the convex distance
Cites Work
- Quantitative Breuer-Major theorems
- On the rate of convergence in the multivariate CLT
- Stein's method on Wiener chaos
- Stein's method and exact Berry-Esseen asymptotics for functionals of Gaussian fields
- Multivariate normal approximation using Stein's method and Malliavin calculus
- Central limit theorems for non-linear functionals of Gaussian fields
- The Malliavin Calculus and Related Topics
- CLT and other limit theorems for functionals of Gaussian processes
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