南方科技大学知识苑(SUSTech KC): Berry-Esseen bounds for self-normalized sums of locally dependent random variables

题名	Berry-Esseen bounds for self-normalized sums of locally dependent random variables
作者	Zhang, Zhuo-Song
通讯作者	Zhang, Zhuo-Song
发表日期	2024-08-01
DOI	10.1007/s11425-023-2189-9
发表期刊	SCIENCE CHINA-MATHEMATICS 影响因子和分区
ISSN	1674-7283
EISSN	1869-1862
摘要	The Berry-Esseen bound provides an upper bound on the Kolmogorov distance between a random variable and the normal distribution. In this paper, we establish Berry-Esseen bounds with optimal rates for self-normalized sums of locally dependent random variables, assuming only a second-moment condition. Our proof leverages Stein's method and introduces a novel randomized concentration inequality, which may also be of independent interest for other applications. Our main results have applied to self-normalized sums of m-dependent random variables and graph dependency models.
关键词	Berry-Esseen bounds self-normalized sums local dependence m-dependence graph dependency
相关链接	[来源记录]
收录类别	SCI
语种	英语
学校署名	第一 ; 通讯
资助项目	Singapore Ministry of Education Academic Research Fund Tier 2[MOE2018-T2-2-076]
WOS研究方向	Mathematics
WOS类目	Mathematics, Applied ; Mathematics
WOS记录号	WOS:001303679400001
出版者	SCIENCE PRESS
来源库	Web of Science
引用统计
成果类型	期刊论文
条目标识符	http://sustech.caswiz.com/handle/2SGJ60CL/805068
专题	理学院_统计与数据科学系
作者单位	Southern Univ Sci & Technol, Dept Stat & Data Sci, Shenzhen 518055, Peoples R China
第一作者单位	统计与数据科学系
通讯作者单位	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	Zhang, Zhuo-Song. Berry-Esseen bounds for self-normalized sums of locally dependent random variables[J]. SCIENCE CHINA-MATHEMATICS,2024.
APA	Zhang, Zhuo-Song.(2024).Berry-Esseen bounds for self-normalized sums of locally dependent random variables.SCIENCE CHINA-MATHEMATICS.
MLA	Zhang, Zhuo-Song."Berry-Esseen bounds for self-normalized sums of locally dependent random variables".SCIENCE CHINA-MATHEMATICS (2024).