25 citations · 89 across the 33 of their papers we have counts for
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Nearly optimal central limit theorem and bootstrap approximations in high dimensions
Victor Chernozhukov, Denis Chetverikov, Yuta Koike
In this paper, we derive new, nearly optimal bounds for the Gaussian approximation to scaled averages of independent high-dimensional centered random vectors ov…
Large-dimensional Central Limit Theorem with Fourth-moment Error Bounds on Convex Sets and Balls
Xiao Fang, Yuta Koike
We prove the large-dimensional Gaussian approximation of a sum of independent random vectors in together with fourth-moment error bounds on convex sets and Eucli…
New error bounds in multivariate normal approximations via exchangeable pairs with applications to Wishart matrices and fourth moment theorems
Xiao Fang, Yuta Koike
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…
High-dimensional Central Limit Theorems by Stein's Method
Xiao Fang, Yuta Koike
We obtain explicit error bounds for the -dimensional normal approximation on hyperrectangles for a random vector that has a Stein kernel, or admits an exchangeable pair coupling…