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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

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