A Nonuniform Bound to an Independent Test in High Dimensional Data Analysis via Stein’s Method
Author
Source
Journal of Probability and Statistics
Issue
Vol. 2019, Issue 2019 (31 Dec. 2019), pp.1-10, 10 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2019-02-03
Country of Publication
Egypt
No. of Pages
10
Main Subjects
Abstract EN
The Berry-Esseen bound for the random variable based on the sum of squared sample correlation coefficients and used to test the complete independence in high diemensions is shown by Stein’s method.
Although the Berry-Esseen bound can be applied to all real numbers in R, a nonuniform bound at a real number z usually provides a sharper bound if z is fixed.
In this paper, we present the first version of a nonuniform bound on a normal approximation for this random variable with an optimal rate of 1/0.5+|z|·O1/m by using Stein’s method.
American Psychological Association (APA)
Rerkruthairat, Nahathai. 2019. A Nonuniform Bound to an Independent Test in High Dimensional Data Analysis via Stein’s Method. Journal of Probability and Statistics،Vol. 2019, no. 2019, pp.1-10.
https://search.emarefa.net/detail/BIM-1186884
Modern Language Association (MLA)
Rerkruthairat, Nahathai. A Nonuniform Bound to an Independent Test in High Dimensional Data Analysis via Stein’s Method. Journal of Probability and Statistics No. 2019 (2019), pp.1-10.
https://search.emarefa.net/detail/BIM-1186884
American Medical Association (AMA)
Rerkruthairat, Nahathai. A Nonuniform Bound to an Independent Test in High Dimensional Data Analysis via Stein’s Method. Journal of Probability and Statistics. 2019. Vol. 2019, no. 2019, pp.1-10.
https://search.emarefa.net/detail/BIM-1186884
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-1186884