A multivariate CLT for decomposable random vectors with finite second moments

From MaRDI portal
Publication:702394

DOI10.1023/B:JOTP.0000040290.44087.68zbMath1059.62050OpenAlexW2026767986MaRDI QIDQ702394

D. Kharzeev

Publication date: 17 January 2005

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

Full work available at URL: https://doi.org/10.1023/b:jotp.0000040290.44087.68




Related Items (19)

Rates of convergence in normal approximation under moment conditions via new bounds on solutions of the Stein equationOn Stein's method for multivariate self-decomposable laws with finite first momentOn quantitative bounds in the mean martingale central limit theoremSunklodas' approach to normal approximation for time-dependent dynamical systemsThe Berry-Esseen bound for identically distributed random variables by Stein methodStein's method for functions of multivariate normal random variablesRates of convergence for multivariate normal approximation with applications to dense graphs and doubly indexed permutation statisticsAsymptotic normality for -dependent and constrained -statistics, with applications to pattern matching in random strings and permutationsCovariance representations, \(L^p\)-Poincaré inequalities, Stein's kernels, and high-dimensional CLTsBootstrap consistency for quadratic forms of sample averages with increasing dimensionStein's method in high dimensions with applicationsConvergence of densities of some functionals of Gaussian processesA new method of normal approximationA multivariate CLT for bounded decomposable random vectors with the best known rateRandom subgraph counts and U-statistics: multivariate normal approximation via exchangeable pairs and embeddingMultivariate normal approximation with Stein's method of exchangeable pairs under a general linearity conditionCLT-related large deviation bounds based on Stein's methodOn Stein's method for multivariate self-decomposable lawsMeasuring sample quality with diffusions




This page was built for publication: A multivariate CLT for decomposable random vectors with finite second moments