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Testing for complete independence in high dimensions : a Berry-Esseen bound

Authors Chen, Yanchu
Issue Date 2010
Summary 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.
Note Thesis (M.Phil.)--Hong Kong University of Science and Technology, 2010
Language English
Format Thesis
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