Residential College | false |
Status | 已發表Published |
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 Publication | Statistics and Probability Letters |
ABS Journal Level | 2 |
ISSN | 0167-7152 |
Volume | 182Pages: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). |
Keyword | Exchangeable Pairs Gaussian Approximation High-dimensional Non-asymptotic Bound Stein's Method U-statistics |
DOI | 10.1016/j.spl.2021.109295 |
URL | View the original |
Indexed By | SCIE |
Language | 英語English |
WOS Research Area | Mathematics |
WOS Subject | Statistics & Probability |
WOS ID | WOS:000744244300009 |
Publisher | ELSEVIER, RADARWEG 29, 1043 NX AMSTERDAM, NETHERLANDS |
Scopus ID | 2-s2.0-85119188462 |
Fulltext Access | |
Citation statistics | |
Document Type | Journal article |
Collection | DEPARTMENT OF MATHEMATICS |
Corresponding Author | Liu, Zhi |
Affiliation | 1.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 Affilication | University of Macau |
Corresponding Author Affilication | University 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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