A new method of normal approximation

From MaRDI portal
Publication:941307

DOI10.1214/07-AOP370zbMath1159.62009arXivmath/0611213OpenAlexW2015057610MaRDI QIDQ941307

Sourav Chatterjee

Publication date: 4 September 2008

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0611213




Related Items (62)

Random inscribed polytopes in projective geometriesBerry-Esseen bounds and multivariate limit theorems for functionals of Rademacher sequencesOn Stein's method for multivariate self-decomposable laws with finite first momentBerry-Esseen bounds for functionals of independent random variablesNormal approximation for the net flux through a random conductorA new central limit theorem and decomposition for Gaussian polynomials, with an application to deterministic approximate countingLimit Theorems in Discrete Stochastic GeometryNormal Approximation for Functions of Hidden Markov ModelsOn the size of chaos via Glauber calculus in the classical mean-field dynamicsA refined Cramér-type moderate deviation for sums of local statisticsThe Berry-Esseen bound for identically distributed random variables by Stein methodA stroll along the gammaCentral limit theorems for patterns in multiset permutations and set partitionsLimit theory for point processes in manifoldsAsymptotics of a locally dependent statistic on finite reflection groupsThe structure of fluctuations in stochastic homogenizationVolume approximation of strongly \(\mathbb{C} \)-convex domains by random polyhedraLocal limit theorems for occupancy modelsThe Malliavin–Stein Method on the Poisson SpaceA central limit theorem for the length of the longest common subsequences in random wordsBounds for the chi-square approximation of Friedman's statistic by Stein's methodCentral limit theorem for linear spectral statistics of block-Wigner-type matricesStein's method for nonlinear statistics: a brief survey and recent progressFrom Stein identities to moderate deviationsBounds in \(L^1\) Wasserstein distance on the normal approximation of general M-estimatorsVector-valued statistics of binomial processes: Berry-Esseen bounds in the convex distanceExact detection thresholds and minimax optimality of Chatterjee's correlation coefficientNew rates for exponential approximation and the theorems of Rényi and YaglomUnnamed ItemLimit theorems for empirical Fréchet means of independent and non-identically distributed manifold-valued random variablesNourdin-Peccati analysis on Wiener and Wiener-Poisson space for general distributionsBerry-Esseen bounds of normal and nonnormal approximation for unbounded exchangeable pairsAsymptotic normality for random polytopes in non-Euclidean geometriesRandom polytopes: Central limit theorems for intrinsic volumesOn approximation theorems for the Euler characteristic with applications to the bootstrapNormal approximation for stabilizing functionalsStep Size in Stein's Method of Exchangeable PairsBounds to the normal for proximity region graphsCramér-type moderate deviation theorems for nonnormal approximationHigh-dimensional central limit theorems by Stein's methodCentral limit theorems for combinatorial optimization problems on sparse Erdős-Rényi graphsA central limit theorem for a new statistic on permutationsThe infinitesimal model: definition, derivation, and implicationsEnsemble Subsampling for Imbalanced Multivariate Two-Sample TestsNon-uniform Berry-Esseen bound by unbounded exchangeable pairs approachOn the Kozachenko-Leonenko entropy estimatorTest for high dimensional covariance matricesCentral limit theorem for the free energy of the random field Ising modelNormal approximation and almost sure central limit theorem for non-symmetric Rademacher functionalsStein's method and normal approximation of Poisson functionalsNormal approximation for coverage models over binomial point processesSpin glasses and Stein's methodNormal approximation on Poisson spaces: Mehler's formula, second order Poincaré inequalities and stabilizationStein's method for asymmetric \(\alpha \)-stable distributions, with application to the stable CLTRobust estimation with many instrumentsA Bayesian-motivated test for high-dimensional linear regression models with fixed design matrixA Quantitative Central Limit Theorem for the Effective Conductance on the Discrete TorusA central limit theorem for the two-sided descent statistic on Coxeter groupsQuantitative two-scale stabilization on the Poisson spaceOn the asymptotic null distribution of the symmetrized Chatterjee's correlation coefficientAnalyticity of homogenized coefficients under Bernoulli perturbations and the Clausius-Mossotti formulasThe additive structure of elliptic homogenization



Cites Work


This page was built for publication: A new method of normal approximation