Multivariate normal approximation with Stein's method of exchangeable pairs under a general linearity condition
In this paper we establish a multivariate exchangeable pairs approach within the framework of Stein's method to assess distributional distances to potentially singular multivariate normal distributions. By extending the statistics into a higher-dimensional space, we also propose an embedding me...
Main Authors: | , |
---|---|
Format: | Journal article |
Language: | English |
Published: |
2007
|