Abstract
We provide a new general theorem for multivariate normal approximation on convex sets. The theorem is formulated in terms of a multivariate extension of Stein couplings. We apply the results to a homogeneity test in dense random graphs and to prove multivariate asymptotic normality for certain doubly indexed permutation statistics.
Citation
Xiao Fang. Adrian Röllin. "Rates of convergence for multivariate normal approximation with applications to dense graphs and doubly indexed permutation statistics." Bernoulli 21 (4) 2157 - 2189, November 2015. https://doi.org/10.3150/14-BEJ639
Information