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

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  • Nahathai Rerkruthairat

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 , a nonuniform bound at a real number usually provides a sharper bound if 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 by using Stein’s method.

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  • Nahathai Rerkruthairat, 2019. "A Nonuniform Bound to an Independent Test in High Dimensional Data Analysis via Stein’s Method," Journal of Probability and Statistics, Hindawi, vol. 2019, pages 1-10, February.
    • Handle: RePEc:hin:jnljps:8641870
    DOI: 10.1155/2019/8641870
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