[KSCI] Korea Science Citation Index Service

http://dx.doi.org/10.5351/CSAM.2013.20.1.015

A Sufficient Condition on Optimal Berry-Esseen Bounds of Functionals of Gaussian Fields

Kim, Yoon Tae (Department of Finance and Information Statistics, Hallym University)

Publication Information

Communications for Statistical Applications and Methods / v.20, no.1, 2013 , pp. 15-22 More about this Journal

Abstract

We find a sufficient condition for optimal Berry-Esseen bounds in the normal approximation of functionals of Gaussian fields studied by Nourdin and Peccati (2009b).

Keywords

Malliavin calculus; Berry-Esseen bound; Stein's method; multiple stochastic integral;

Citations & Related Records

Reference

1	Billingsley, P. (1968). Converges of Probability Measures, John Wiley & Sons, Inc.
2	Nourdin, I. and Peccati, G. (2009a). Stein's method onWiener Chaos, Probability Theory and Related Fields, 145, 75-118. DOI
3	Nourdin, I. and Peccati, G. (2009b). Stein's method and exact Berry-Esseen asymptotics for functionals of Gaussian fields, Annals of Probability, 37, 2231-2261. DOI ScienceOn
4	Nualart, D. (2006). Malliavin Calculus and Related Topics, 2nd Ed., Springer.