Cramér-type moderate deviation for quadratic forms with a fast rate

DOI10.3150/22-bej1549zbMath1515.60066arXiv2111.00679OpenAlexW4367318125MaRDI QIDQ6160987

Songhao Liu, Qui-Man Shao, Xiao Fang

Publication date: 2 June 2023

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2111.00679

zbMATH Keywords

asymptotic expansionquadratic formscentral limit theoremmoderate deviationschange of measure

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Characterization and structure theory of statistical distributions (62E10) Elementary theory of partitions (11P81)

Related Items (1)

From \(p\)-Wasserstein bounds to moderate deviations

Cites Work

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• Probabilities of large deviations for the \(\chi^2\) approximation
• Uniform rates of convergence in the CLT for quadratic forms in multidimensional spaces
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• Explicit rates of approximation in the CLT for quadratic forms
• Multi-dimensional integral limit theorems for large deviations
• Fourier analysis of distribution functions. A mathematical study of the Laplace-Gaussian law
• Normal Approximation and Asymptotic Expansions
• A Lyapunov-type Bound in R^d
• The Accuracy of the Gaussian Approximation to the Sum of Independent Variates

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