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|Title: ||Testing for complete independence in high dimensions : a Berry-Esseen bound|
|Authors: ||Chen, Yanchu|
|Issue Date: ||2010 |
|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.|
|Description: ||Thesis (M.Phil.)--Hong Kong University of Science and Technology, 2010|
vii, 27 leaves ; 30 cm
HKUST Call Number: Thesis MATH 2010 Chen
|Appears in Collections:||MATH Master Theses |
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