Testing for complete independence in high dimensions : a Berry-Esseen bound
by Chen Yanchu
THESIS
2010
M.Phil. Mathematics
vii, 27 leaves ; 30 cm
Abstract
An independence test based on the sum of squared sample correlation coefficients was introduced by Schott (2005) and its asymptotic normality was also proved. In this paper, a Berry-Esseen bound with an optimal rate of O(1/√m) is obtained and a general Berry-Esseen bound via Stein's method of exchangeable pair is also established.
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