The rate of convergence for multivariate sampling statistics

DOI10.1214/AOS/1176349393MaRDI QIDQ1317244zbMATH OpenOpenAlexFDO

Authors Erwin Bolthausen, Friedrich Götze

Publication date 18 April 1994

Published in The Annals of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aos/1176349393

zbMATH Keywords

Berry-Esseen theoremconvergence boundsgeneral functions of independent random elementsgeneral nonlinear multivariate sampling statisticslinear rank statisticsmultivariate central limit theoremmultivariate extension of Stein's methodnormal limit distributionrate of convergence

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Asymptotic distribution theory in statistics (62E20) Nonparametric inference (62G99)

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Cited in

(24)

• A sharpening of the remainder term in the higher-dimensional central limit theorem for multilinear rank statistics
• An Edgeworth expansion for symmetric statistics
• Stein's method and the zero bias transformation with application to simple random sampling
• On the asymptotic distribution of scrambled net quadrature.
• Berry-Esseen and central limit theorems for serial rank statistics via graphs
• An Edgeworth expansion for symmetric finite population statistics
• Rerandomization with diminishing covariate imbalance and diverging number of covariates
• Explicit rates of convergence in the multivariate CLT for nonlinear statistics
• Stein's method for concentration inequalities
• On the Bennett-Hoeffding inequality
• Normal approximation for nonlinear statistics using a concentration inequality approach
• The Berry-Esséen bound for Studentized statistics
• Optimal-order bounds on the rate of convergence to normality in the multivariate delta method
• Optimal re-centering bounds, with applications to Rosenthal-type concentration of measure inequalities
• Berry-Esseen bounds for combinatorial central limit theorems and pattern occurrences, using zero and size biasing
• The Berry-Esseen bounds for sample rescaled poly-variograms
• Random subgraph counts and U-statistics: multivariate normal approximation via exchangeable pairs and embedding
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• Anticoncentration and Berry-Esseen bounds for random tensors
• Vector-valued statistics of binomial processes: Berry-Esseen bounds in the convex distance
• On the rate of convergence in the multivariate CLT
• A multivariate central limit theorem for randomized orthogonal array sampling designs in computer experiments
• Multivariate normal approximation with Stein's method of exchangeable pairs under a general linearity condition

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