UM
Residential Collegefalse
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 PublicationStatistics & Probability Letters
ISSN0167-7152
Pages109295-109295
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)).

KeywordExchangeable Pairs Gaussian Approximation High-dimensional Non-asymptotic Bound Stein Method U-statistics
DOI10.1016/j.spl.2021.109295
URLView the original
Language英語English
The Source to ArticlePB_Publication
Fulltext Access
Citation statistics
Document TypeJournal article
CollectionUniversity of Macau
Corresponding AuthorLiu, 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.
Files in This Item:
There are no files associated with this item.
Related Services
Recommend this item
Bookmark
Usage statistics
Export to Endnote
Google Scholar
Similar articles in Google Scholar
[Cheng, G.H.]'s Articles
[Liu, Z.]'s Articles
[Peng, L.H.]'s Articles
Baidu academic
Similar articles in Baidu academic
[Cheng, G.H.]'s Articles
[Liu, Z.]'s Articles
[Peng, L.H.]'s Articles
Bing Scholar
Similar articles in Bing Scholar
[Cheng, G.H.]'s Articles
[Liu, Z.]'s Articles
[Peng, L.H.]'s Articles
Terms of Use
No data!
Social Bookmark/Share
All comments (0)
No comment.
 

Items in the repository are protected by copyright, with all rights reserved, unless otherwise indicated.