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math.PR2009
Approximation of projections of random vectors
Elizabeth Meckes
Let be a -dimensional random vector and its projection onto the span of a set of orthonormal vectors . Conditions on the distribution of are given…
math.PR2009
On Stein's method for multivariate normal approximation
Elizabeth S. Meckes
The purpose of this paper is to synthesize the approaches taken by Chatterjee-Meckes and Reinert-Röllin in adapting Stein's method of exchangeable pairs for multivariate normal app…