Optimal Convergence Rates and One-Term Edgeworth Expansions for Multidimensional Functionals of Gaus...
Optimal Convergence Rates and One-Term Edgeworth Expansions for Multidimensional Functionals of Gaussian Fields
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Ithaca: Cornell University Library, arXiv.org
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English
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Ithaca: Cornell University Library, arXiv.org
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We develop techniques for determining the exact asymptotic speed of convergence in the multidimensional normal approximation of smooth functions of Gaussian fields. As a by-product, our findings yield exact limits and often give rise to one-term generalized Edgeworth expansions increasing the speed of convergence. Our main mathematical tools are Ma...
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Optimal Convergence Rates and One-Term Edgeworth Expansions for Multidimensional Functionals of Gaussian Fields
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TN_cdi_proquest_journals_2083669487
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https://devfeature-collection.sl.nsw.gov.au/record/TN_cdi_proquest_journals_2083669487
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2331-8422
