Testing for complete independence in high dimensions : a Berry-Esseen bound

HKUST Electronic Theses

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.

Key Words: Berry-Esseen bound, independence test, Stein's method, exchangeable pair.

View Copyrighted to the author. Reproduction is prohibited without the author’s prior written consent.

Details

Collection HKUST Electronic Theses Degree M.Phil. Department Mathematics Authors Chen, Yanchu Subjects Independence (Mathematics) Distribution (Probability theory) Approximation theory Language English Call number Thesis MATH 2010 Chen DOI 10.14711/thesis-b1129812

Full record

Testing for complete independence in high dimensions : a Berry-Esseen bound

by Chen Yanchu

Post a Comment Cancel reply