An inequality for the total variation distance between high-dimensional centered Gaussian laws

DOI10.1016/J.SPL.2024.110148zbMATH Open1543.60025MaRDI QIDQ6580274FDOQ6580274

Authors: Lucio Barabesi, Luca Pratelli 

Publication date: 29 July 2024

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

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zbMATH Keywords

Berry-Esseen inequalityGaussian lawtotal variation measure

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Inequalities; stochastic orderings (60E15) Central limit and other weak theorems (60F05)

Cites Work

• Introduction to nonparametric estimation
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• Phase transitions for a class of gradient fields
• $f$ -Divergence Inequalities
• Bounds of the accuracy of the normal approximation to the distributions of random sums under relaxed moment conditions
• Title not available (Why is that?)
• Optimal scaling of random walk Metropolis algorithms using Bayesian large-sample asymptotics
• Minimax rates in sparse, high-dimensional change point detection
• Powerful knockoffs via minimizing reconstructability

Cited In (1)

• Second- and higher-order Gaussian anticoncentration inequalities and error bounds in Slepian's comparison theorem

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