Pages that link to "Item:Q974767"
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The following pages link to Multivariate normal approximation using Stein's method and Malliavin calculus (Q974767):
Displaying 11 items.
- Stein’s method of normal approximation for dynamical systems (Q5133897) (← links)
- KOLMOGOROV DISTANCE FOR MULTIVARIATE NORMAL APPROXIMATION (Q5216998) (← links)
- WEAK CONVERGENCE FOR MULTIPLE STOCHASTIC INTEGRALS IN SKOROHOD SPACE (Q5217504) (← links)
- General Upper and Lower Tail Estimates Using Malliavin Calculus and Stein’s Equations (Q5746517) (← links)
- Bernstein-Jackson inequalities on Gaussian Hilbert spaces (Q6060962) (← links)
- Stein's method for conditional central limit theorem (Q6102954) (← links)
- Bounds in \(L^1\) Wasserstein distance on the normal approximation of general M-estimators (Q6158227) (← links)
- Vector-valued statistics of binomial processes: Berry-Esseen bounds in the convex distance (Q6187468) (← links)
- Superconvergence phenomenon in Wiener chaoses (Q6547198) (← links)
- Limit behavior in high-dimensional regime for the Wishart tensors in Wiener chaos (Q6556243) (← links)
- A first-order Stein characterization for absolutely continuous bivariate distributions (Q6588689) (← links)