A multivariate CLT for local dependence with n-1/2 log n rate and applications to multivariate graph related statistics

Yosef Rinott*, Vladimir Rotar

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

59 Scopus citations

Abstract

This paper concerns the rate of convergence in the central limit theorem for certain local dependence structures. The main goal of the paper is to obtain estimates of the rate in the multidimensional case. Certain one-dimensional results are also improved by using some more flexible characteristics of dependence. Assuming the summands are bounded, we obtain rates close to those for independent variables. As an application we study the rate of the normal approximation of certain graph related statistics which arise in testing equality of several multivariate distributions.

Original languageEnglish
Pages (from-to)333-350
Number of pages18
JournalJournal of Multivariate Analysis
Volume56
Issue number2
DOIs
StatePublished - Feb 1996
Externally publishedYes

Keywords

  • Multivariate statistics
  • Random graphs
  • Stein's method

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