Improved bounds in Stein's method for functions of multivariate normal random vectors

DOI10.1007/s10959-023-01257-6arXiv2209.09495OpenAlexW4372357386MaRDI QIDQ6204800

Publication date: 2 April 2024

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2209.09495

zbMATH Keywords

rate of convergence Stein's method multivariate normal approximation power divergence statistic Chi-square approximation functions of multivariate normal random vectors

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Approximations to statistical distributions (nonasymptotic) (62E17)

Cites Work

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