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Gaussian approximations for high-dimensional non-degenerate U-statistics via exchangeable pairs
Cheng, Guanghui1,2,3; Liu, Zhi1,2,3; Peng, Liuhua1,2,3
2022-03-01
Source PublicationStatistics and Probability Letters
ABS Journal Level2
ISSN0167-7152
Volume182Pages:109295
Abstract

In this paper, we obtain a non-asymptotic bound for Gaussian approximations for centered high-dimensional non-degenerate U-statistics over the class of hyperrectangles via exchangeable pairs and Stein's method. We improve the upper bound of the convergence rate from n in Chen (2018) to n up to a polynomial factor of logd 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 logd=o(n) in Chen (2018), this requirement on d is weaken in this paper by allowing logd=o(n).

KeywordExchangeable Pairs Gaussian Approximation High-dimensional Non-asymptotic Bound Stein's Method U-statistics
DOI10.1016/j.spl.2021.109295
URLView the original
Indexed BySCIE
Language英語English
WOS Research AreaMathematics
WOS SubjectStatistics & Probability
WOS IDWOS:000744244300009
PublisherELSEVIER, RADARWEG 29, 1043 NX AMSTERDAM, NETHERLANDS
Scopus ID2-s2.0-85119188462
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Citation statistics
Document TypeJournal article
CollectionDEPARTMENT OF MATHEMATICS
Corresponding AuthorLiu, Zhi
Affiliation1.School of Economics and Statistics, Guangzhou University, China
2.Department of Mathematics, The University of Macau, Macao
3.School of Mathematics and Statistics, The University of Melbourne, Australia
First Author AffilicationUniversity of Macau
Corresponding Author AffilicationUniversity of Macau
Recommended Citation
GB/T 7714
Cheng, Guanghui,Liu, Zhi,Peng, Liuhua. Gaussian approximations for high-dimensional non-degenerate U-statistics via exchangeable pairs[J]. Statistics and Probability Letters, 2022, 182, 109295.
APA Cheng, Guanghui., Liu, Zhi., & Peng, Liuhua (2022). Gaussian approximations for high-dimensional non-degenerate U-statistics via exchangeable pairs. Statistics and Probability Letters, 182, 109295.
MLA Cheng, Guanghui,et al."Gaussian approximations for high-dimensional non-degenerate U-statistics via exchangeable pairs".Statistics and Probability Letters 182(2022):109295.
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