Multivariate normal approximation with Stein's method of exchangeable pairs under a general linearity condition
From MaRDI portal
Publication:971936
DOI10.1214/09-AOP467zbMATH Open1200.62010arXiv0711.1082OpenAlexW2003946424WikidataQ57747970 ScholiaQ57747970MaRDI QIDQ971936
Author name not available (Why is that?)
Publication date: 17 May 2010
Published in: (Search for Journal in Brave)
Abstract: In this paper we establish a multivariate exchangeable pairs approach within the framework of Stein's method to assess distributional distances to potentially singular multivariate normal distributions. By extending the statistics into a higher-dimensional space, we also propose an embedding method which allows for a normal approximation even when the corresponding statistics of interest do not lend themselves easily to Stein's exchangeable pairs approach. To illustrate the method, we provide the examples of runs on the line as well as double-indexed permutation statistics.
Full work available at URL: https://arxiv.org/abs/0711.1082
No records found.
This page was built for publication: Multivariate normal approximation with Stein's method of exchangeable pairs under a general linearity condition
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q971936)
