Berry-Esseen-Type Estimates for Random Variables with a Sparse Dependency Graph

被引:0
作者
Janisch, Maximilian [1 ]
Lehericy, Thomas [1 ,2 ]
机构
[1] Univ Zurich, Inst Mathemat, Winterthurerstr 190, CH-8057 Zurich, Switzerland
[2] Univ Zurich, Phys Inst, Winterthurerstr 190, CH-8057 Zurich, Switzerland
关键词
Berry-Esseen; Cumulants; Dependency graph; NORMAL APPROXIMATION;
D O I
10.1007/s10959-024-01363-z
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
We obtain Berry-Esseen-type bounds for the sum of random variables with a dependency graph and uniformly bounded moments of order delta is an element of(2,infinity]\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\delta \in (2,\infty ]$$\end{document} using a Fourier transform approach. Our bounds improve the state-of-the-art obtained by Stein's method in the regime where the degree of the dependency graph is large.
引用
收藏
页码:3627 / 3653
页数:27
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