Optimal Berry–Esseen bound for statistical estimations and its application to SPDE

Yoon Tae Kim and Hyun Suk Park

Journal of Multivariate Analysis, 2017, vol. 155, issue C, 284-304

Abstract: We consider asymptotically normal statistics of the form Fn/Gn, where Fn and Gn are functionals of Gaussian fields. For these statistics, we establish an optimal Berry–Esseen bound for the Central Limit Theorem (CLT) of the sequence Fn/Gn is φ(n) in the following sense: there exist constants 0Keywords: Berry–Esseen bound; Central limit theorem; Kolmogorov distance; Malliavin calculus; Maximum likelihood estimator; Multiple stochastic integral; Stein’s method; Stochastic partial differential equations (search for similar items in EconPapers)
Date: 2017
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (1)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0047259X17300167
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:jmvana:v:155:y:2017:i:c:p:284-304

Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

DOI: 10.1016/j.jmva.2017.01.006

Access Statistics for this article

Journal of Multivariate Analysis is currently edited by de Leeuw, J.

More articles in Journal of Multivariate Analysis from Elsevier
Bibliographic data for series maintained by Catherine Liu ().