Two central limit problems for dependent random variables
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Cites work
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- Martingale Convergence to Infinitely Divisible Laws with Finite Variances
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- Remainder term estimate in a combinatorial limit theorem
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- Statistical Tests Based on Permutations of the Observations
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Cited in
(19)- An invariance principle for reduced U-statistics
- A short proof of Motoo's combinatorial central limit theorem using Stein's method
- Poisson convergence and Poisson processes with applications to random graphs
- A central limit theorem for decomposable random variables with applications to random graphs
- Nonparametric estimation of a regression function with dependent observations
- Central limit theorem for finitely-dependent random variables
- Combinatorial stochastic processes
- On the central limit theorem for negatively correlated random variables with negatively correlated squares.
- Normal approximation under local dependence.
- On the global central limit theorem for M-dependent random variables
- Local-maximum-based tail index estimator
- Central limit theorems for the Brownian motion on large unitary groups
- Limit laws for local counters in random binary search trees
- A chaos hypothesis for some large systems of random equations
- Goodness-of-fit tests for the second moment funciton of a stationary multidimensional poisson process
- On the rates in the central limit theorem for weakly dependent random fields
- A multivariate CLT for bounded decomposable random vectors with the best known rate
- KOLMOGOROV BOUNDS FOR THE NORMAL APPROXIMATION OF THE NUMBER OF TRIANGLES IN THE ERDŐS–RÉNYI RANDOM GRAPH
- Kolmogorov bounds for decomposable random variables and subgraph counting by the Stein-Tikhomirov method
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