Improved rates of convergence for the multivariate central limit theorem in Wasserstein distance
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Publication:6595693
Recommendations
- Stein's method for normal approximation in Wasserstein distances with application to the multivariate central limit theorem
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- Central limit theorems for the Wasserstein distance between the empirical and the true distributions
Cites work
- A high-dimensional CLT in \(\mathcal {W}_2\) distance with near optimal convergence rate
- Asymptotic constants for minimal distance in the central limit theorem
- Berry-Esseen bounds and Edgeworth expansions in the central limit theorem for transport distances
- Existence of Stein kernels under a spectral gap, and discrepancy bounds
- From \(p\)-Wasserstein bounds to moderate deviations
- New error bounds in multivariate normal approximations via exchangeable pairs with applications to Wishart matrices and fourth moment theorems
- Optimum bounds for the distributions of martingales in Banach spaces
- Stein kernels and moment maps
- Stein's method for normal approximation in Wasserstein distances with application to the multivariate central limit theorem
- Stein's method, logarithmic Sobolev and transport inequalities
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