|
HKUST Institutional Repository >
Mathematics >
MATH Master Theses >
Please use this identifier to cite or link to this item:
http://hdl.handle.net/1783.1/7092
|
| 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 |
| URI: | http://hdl.handle.net/1783.1/7092 |
| Appears in Collections: | MATH Master Theses
|
Files in This Item:
| File |
Description |
Size | Format |
|---|
| th_redirect.html | | 0Kb | HTML | View/Open |
|
All items in this Repository are protected by copyright, with all rights reserved.
|
