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math.PR2019
Rates of convergence in the CLT for nonlinear statistics under relaxed moment conditions
Nguyen Tien Dung
This paper is concerned with normal approximation under relaxed moment conditions using Stein's method. We obtain the explicit rates of convergence in the central limit theorem for…
math.PR2019
A variance-sensitive Gaussian concentration inequality
Nguyen Tien Dung
In this note, we obtain a Gaussian concentration inequality for a class of non-Lipschitz functions. In the one-dimensional case, our results supplement those established by Paouris…