| 题名 | Berry-Esseen bounds for multivariate nonlinear statistics with applications to M-estimators and stochastic gradient descent algorithms |
| 作者 | |
| 通讯作者 | Zhang, Zhuo-song |
| 发表日期 | 2022-08-01
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| DOI | |
| 发表期刊 | |
| ISSN | 1350-7265
|
| EISSN | 1573-9759
|
| 卷号 | 28期号:3 |
| 摘要 | We establish a Berry-Esseen bound for general multivariate nonlinear statistics by developing a new multivariate type randomized concentration inequality. The bound is the best possible for many known statistics. As applications, Berry-Esseen bounds for M-estimators and averaged stochastic gradient descent algorithms are obtained. |
| 关键词 | |
| 相关链接 | [来源记录] |
| 收录类别 | |
| 语种 | 英语
|
| 学校署名 | 第一
|
| 资助项目 | Shenzhen Outstanding Talents Training Fund[NSFC12031005]
; Hong Kong RGC GRF[14302515,14304917]
; [MOE 2018-T2-076]
|
| WOS研究方向 | Mathematics
|
| WOS类目 | Statistics & Probability
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| WOS记录号 | WOS:000792361600002
|
| 出版者 | |
| ESI学科分类 | MATHEMATICS
|
| 来源库 | Web of Science
|
| 引用统计 |
被引频次[WOS]：4
|
| 成果类型 | 期刊论文 |
| 条目标识符 | http://sustech.caswiz.com/handle/2SGJ60CL/334728 |
| 专题 | 理学院_统计与数据科学系 |
| 作者单位 | 1.Southern Univ Sci & Technol, Dept Stat & Data Sci, Shenzhen, Guangdong, Peoples R China 2.Chinese Univ Hong Kong, Dept Stat, Shatin, Hong Kong, Peoples R China 3.Natl Univ Singapore, Dept Stat & Appl Probabil, Singapore 117546, Singapore |
| 第一作者单位 | 统计与数据科学系 |
| 第一作者的第一单位 | 统计与数据科学系 |
| 推荐引用方式 GB/T 7714 |
Shao, Qi-man,Zhang, Zhuo-song. Berry-Esseen bounds for multivariate nonlinear statistics with applications to M-estimators and stochastic gradient descent algorithms[J]. BERNOULLI,2022,28(3).
|
| APA |
Shao, Qi-man,&Zhang, Zhuo-song.(2022).Berry-Esseen bounds for multivariate nonlinear statistics with applications to M-estimators and stochastic gradient descent algorithms.BERNOULLI,28(3).
|
| MLA |
Shao, Qi-man,et al."Berry-Esseen bounds for multivariate nonlinear statistics with applications to M-estimators and stochastic gradient descent algorithms".BERNOULLI 28.3(2022).
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| 条目包含的文件 | ||||||
| 文件名称/大小 | 文献类型 | 版本类型 | 开放类型 | 使用许可 | 操作 | |
| 10.3150@21-BEJ1336.p（576KB） | -- | -- | 开放获取 | -- | 浏览 | |
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