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Multivariate Stable Approximation by Stein’s Method Journal article
Chen,Peng, Nourdin,Ivan, Xu,Lihu, Yang,Xiaochuan. Multivariate Stable Approximation by Stein’s Method[J]. Journal of Theoretical Probability, 2023, 37(1), 446–488.
Authors:  Chen,Peng;  Nourdin,Ivan;  Xu,Lihu;  Yang,Xiaochuan
Favorite | TC[WOS]:0 TC[Scopus]:0  IF:0.8/0.7 | Submit date：2023/08/03
Fractional Laplacian  Generalized Central Limit Theorem  Multivariate Α-stable Approximation  Rate Of Convergence  Stein’s Method  Wasserstein(-type) distance  
Central limit theorem and self-normalized Cramér-type moderate deviation for Euler-Maruyama scheme Journal article
Lu, Jianya, Tan, Yuzhen, Xu, Lihu. Central limit theorem and self-normalized Cramér-type moderate deviation for Euler-Maruyama scheme[J]. Bernoulli, 2022, 28(2), 937-964.
Authors:  Lu, Jianya;  Tan, Yuzhen;  Xu, Lihu
Favorite | TC[WOS]:6 TC[Scopus]:5  IF:1.5/1.6 | Submit date：2022/05/13
Central Limit Theorem  Euler-maruyama Scheme  Self-normalized Cramér-type Moderate Deviation  Stein’s Method  Stochastic Differential Equation  
Gaussian approximations for high-dimensional non-degenerate U-statistics via exchangeable pairs Journal article
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.
Authors:  Cheng, Guanghui;  Liu, Zhi;  Peng, Liuhua
Favorite | TC[WOS]:1 TC[Scopus]:1  IF:0.9/0.8 | Submit date：2022/03/28
Exchangeable Pairs  Gaussian Approximation  High-dimensional  Non-asymptotic Bound  Stein's Method  U-statistics  
Gaussian approximations for high-dimensional non-degenerate U-statistics via exchangeable pairs Journal article
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.
Authors:  Cheng, G.H.;  Liu, Z.;  Peng, L.H.
Favorite | TC[WOS]:1 TC[Scopus]:1  IF:0.9/0.8 | Submit date：2022/07/27
Exchangeable Pairs  Gaussian Approximation  High-dimensional  Non-asymptotic Bound  Stein Method  U-statistics  
Non-integrable Stable Approximation by Stein’s Method Journal article
Chen, Peng, Nourdin, Ivan, Xu, Lihu, Yang, Xiaochuan, Zhang, Rui. Non-integrable Stable Approximation by Stein’s Method[J]. JOURNAL OF THEORETICAL PROBABILITY, 2021, 35(2), 1137-1186.
Authors:  Chen, Peng;  Nourdin, Ivan;  Xu, Lihu;  Yang, Xiaochuan;  Zhang, Rui
Favorite | TC[WOS]:8 TC[Scopus]:8  IF:0.8/0.7 | Submit date：2022/05/13
Α-stable Approximation  Generalized Central Limit Theorem  Stein’s Method  
Stein’s Method for Asymmetric α -stable Distributions, with Application to the Stable CLT Journal article
Chen,Peng, Nourdin,Ivan, Xu,Lihu. Stein’s Method for Asymmetric α -stable Distributions, with Application to the Stable CLT[J]. Journal of Theoretical Probability, 2020, 34(3), 1382-1407.
Authors:  Chen,Peng;  Nourdin,Ivan;  Xu,Lihu
Favorite | TC[WOS]:6 TC[Scopus]:7  IF:0.8/0.7 | Submit date：2021/03/11
Asymmetric Α-stable Distribution  Fractional Laplacian  Leave-one-out Approach  Normal Attraction  Stable Central Limit Theorem  Stein’s Method  
Multivariate approximations in Wasserstein distance by Stein’s method and Bismut’s formula Journal article
Xiao Fang, Qi-Man Shao, Lihu Xu. Multivariate approximations in Wasserstein distance by Stein’s method and Bismut’s formula[J]. Probability Theory and Related Fields, 2019, 174(3-4), 945–979.
Authors:  Xiao Fang;  Qi-Man Shao;  Lihu Xu
Favorite | TC[WOS]:23 TC[Scopus]:24  IF:1.5/1.9 | Submit date：2019/07/19
Bismut's Formula  Multivariate Approximation  Rate Of Convergence  Stein’s Method  Wasserstein Distance  Langevin Algorithm  Malliavin Calculus  
Approximation of stable law in Wasserstein-1 distance by Stein’s method1 Journal article
Xu,Lihu. Approximation of stable law in Wasserstein-1 distance by Stein’s method1[J]. Annals of Applied Probability, 2019, 29(1), 458-504.
Authors:  Xu,Lihu
Favorite | TC[WOS]:20 TC[Scopus]:20  IF:1.4/1.9 | Submit date：2021/03/11
L1 Discrepancy  Normal Domain Of Attraction Of Stable Law  Stable Approximation  Stein’s Method  Wasserstein-1 Distance (W1 Distance)  Α-stable Processes