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- W4293496983 abstract "We extend Stein's celebrated Wasserstein bound for normal approximation via exchangeable pairs to the multi-dimensional setting. As an intermediate step, we exploit the symmetry of exchangeable pairs to obtain an error bound for smooth test functions. We also obtain a continuous version of the multi-dimensional Wasserstein bound in terms of fourth moments. We apply the main results to multivariate normal approximations to Wishart matrices of size $n$ and degree $d$, where we obtain the optimal convergence rate $sqrt{n^3/d}$ under only moment assumptions, and to quadratic forms and Poisson functionals, where we strengthen a few of the fourth moment bounds in the literature on the Wasserstein distance." @default.
- W4293496983 created "2022-08-29" @default.
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- W4293496983 date "2020-04-05" @default.
- W4293496983 modified "2023-09-27" @default.
- W4293496983 title "New error bounds in multivariate normal approximations via exchangeable pairs with applications to Wishart matrices and fourth moment theorems" @default.
- W4293496983 doi "https://doi.org/10.48550/arxiv.2004.02101" @default.
- W4293496983 hasPublicationYear "2020" @default.
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