The asymptotic distribution and Berry-Esseen bound of a new test for independence in high dimension with an application to stochastic optimization

Annals of Applied Probability

Volumn 18, Issue 6, 2008, Pages 2337-2366

  Liu, Wei Dong ^a   Lin, Zhengyan ^a   Shao, Qi Man ^b  

^a ZHEJIANG UNIVERSITY   (China)

^b HONG KONG UNIVERSITY OF SCIENCE AND TECHNOLOGY   (Hong Kong)

Author keywords

Berry Esseen bound; Correlation matrices; Extreme distribution; Independence test; Stochastic optimization

Indexed keywords

EID: 63049106197     PISSN: 10505164     EISSN: 10505164     Source Type: Journal    
DOI: 10.1214/08-AAP527     Document Type: Article

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