Publication:
A Nonuniform Bound to an Independent Test in High Dimensional Data Analysis via Stein's Method

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Issued Date

2019

Resource Type

Article

File Type

application/pdf

ISSN

1687952X

DOI

10.1155/2019/8641870

Other identifier(s)

2-s2.0-85062330488

Rights Holder(s)

Scopus

Bibliographic Citation

Journal of Probability and Statistics. Vol 2019, (2019)

Suggested Citation

Rerkruthairat N. A Nonuniform Bound to an Independent Test in High Dimensional Data Analysis via Stein's Method. Journal of Probability and Statistics. Vol 2019, (2019). doi:10.1155/2019/8641870 Retrieved from: https://hdl.handle.net/20.500.14740/5529

Title

A Nonuniform Bound to an Independent Test in High Dimensional Data Analysis via Stein's Method

Author(s)

Rerkruthairat N.

Abstract

The Berry-Esseen bound for the random variable based on the sum of squared sample correlation coefficients and used to test the complete independence in high diemensions is shown by Stein's method. Although the Berry-Esseen bound can be applied to all real numbers in R, a nonuniform bound at a real number z usually provides a sharper bound if z is fixed. In this paper, we present the first version of a nonuniform bound on a normal approximation for this random variable with an optimal rate of 1/0.5+z·O1/m by using Stein's method. © 2019 Nahathai Rerkruthairat.

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URI

https://hdl.handle.net/20.500.14740/5529

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Scopus: Year 1983-2021

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