Residential College | false |
Status | 已發表Published |
Gaussian approximations for high-dimensional non-degenerate U-statistics via exchangeable pairs | |
Cheng, G.H.; Liu, Z.; Peng, L.H. | |
2021-11-01 | |
Source Publication | Statistics & Probability Letters |
ISSN | 0167-7152 |
Pages | 109295-109295 |
Abstract | In this paper, we obtain a non-asymptotic bound for Gaussian approximations for centred high-dimensional non-degenerate U-statistics over the class of hyper-rectangles via exchangeable pairs and Stein’s method. We improve the upper bound of the convergence rate from n^(-1/6) in Chen (2018) to n^(-1/4) up to a polynomial factor of log(d) under the same conditions, where n is the sample size and d is the dimension of the U-statistic. Convergence to zero of the bound requires log(d)=o(n^(1/7)) in Chen (2018), this requirement on d is weaken in this paper by allowing log(d)=o(n^(1/5)). |
Keyword | Exchangeable Pairs Gaussian Approximation High-dimensional Non-asymptotic Bound Stein Method U-statistics |
DOI | 10.1016/j.spl.2021.109295 |
URL | View the original |
Language | 英語English |
The Source to Article | PB_Publication |
Fulltext Access | |
Citation statistics | |
Document Type | Journal article |
Collection | University of Macau |
Corresponding Author | Liu, Z. |
Recommended Citation GB/T 7714 | Cheng, G.H.,Liu, Z.,Peng, L.H.. Gaussian approximations for high-dimensional non-degenerate U-statistics via exchangeable pairs[J]. Statistics & Probability Letters, 2021, 109295-109295. |
APA | Cheng, G.H.., Liu, Z.., & Peng, L.H. (2021). Gaussian approximations for high-dimensional non-degenerate U-statistics via exchangeable pairs. Statistics & Probability Letters, 109295-109295. |
MLA | Cheng, G.H.,et al."Gaussian approximations for high-dimensional non-degenerate U-statistics via exchangeable pairs".Statistics & Probability Letters (2021):109295-109295. |
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