Optimal-order bounds on the rate of convergence to normality in the multivariate delta method

31 May 2009

Papers citing "Optimal-order bounds on the rate of convergence to normality in the multivariate delta method"

16 / 16 papers shown

Title
Cluster Stability Selection Gregory Faletto Jacob Bien 56 5 0 03 Jan 2022
Bounds in $L^1$ Wasserstein distance on the normal approximation of general M-estimators François Bachoc M. Fathi 46 0 0 18 Nov 2021
On universally consistent and fully distribution-free rank tests of vector independence Hongjian Shi Marc Hallin Mathias Drton Fang Han 84 37 0 04 Jul 2020
Wasserstein distance error bounds for the multivariate normal approximation of the maximum likelihood estimator Andreas Anastasiou Robert E. Gaunt 59 9 0 11 May 2020
An asymptotically optimal transform of Pearson's correlation statistic I. Pinelis 29 2 0 26 Jul 2019
User-Friendly Covariance Estimation for Heavy-Tailed Distributions Y. Ke Stanislav Minsker Zhao Ren Qiang Sun Wen-Xin Zhou 107 57 0 05 Nov 2018
Byzantine-Robust Distributed Learning: Towards Optimal Statistical Rates Dong Yin Yudong Chen Kannan Ramchandran Peter L. Bartlett OOD FedML 163 1,533 0 05 Mar 2018
Bounds for the normal approximation of the maximum likelihood estimator from m-dependent random variables Andreas Anastasiou 46 22 0 19 Sep 2016
Statistical inference for Sobol pick freeze Monte Carlo method Fabrice Gamboa Alexandre Janon T. Klein Agnès Lagnoux-Renaudie Clémentine Prieur Clémentine Prieur 91 73 0 26 Mar 2013
Exact Rosenthal-type inequalities for p=3, and related results I. Pinelis 51 7 0 26 Feb 2013
Exact bounds on the truncated-tilted mean, with applications I. Pinelis 39 0 0 18 Mar 2011
Exact bounds on the closeness between the Student and standard normal distributions I. Pinelis 80 14 0 17 Jan 2011
Monotone tail and moment ratio properties of Student's family of distributions I. Pinelis 72 3 0 17 Jan 2011
On the Berry-Esseen bound for the Student statistic I. Pinelis 77 6 0 17 Jan 2011
An asymptotically Gaussian bound on the Rademacher tails I. Pinelis 158 26 0 13 Jul 2010
Exact lower bounds on the exponential moments of Winsorized and truncated random variables I. Pinelis 118 10 0 18 Jan 2010