Fang, Xiao; Koike, Yuta Sharp high-dimensional central limit theorems for log-concave distributions. (English. French summary) Zbl 1548.60056 Ann. Inst. Henri Poincaré, Probab. Stat. 60, No. 3, 2129-2156 (2024). MSC: 60F05 62E17 60J60 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Link
Bonis, Thomas Improved rates of convergence for the multivariate central limit theorem in Wasserstein distance. (English) Zbl 1547.60028 Electron. J. Probab. 29, Paper No. 78, 18 p. (2024). Reviewer: Fraser Daly (Edinburgh) MSC: 60F05 62E17 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Link
Briand, Philippe; Geiss, Christel; Geiss, Stefan; Labart, Céline Donsker-type theorem for BSDEs: rate of convergence. (English) Zbl 1480.60152 Bernoulli 27, No. 2, 899-929 (2021). MSC: 60H10 60F17 × Cite Format Result Cite Review PDF Full Text: DOI arXiv HAL
Eldan, Ronen; Mikulincer, Dan; Zhai, Alex The CLT in high dimensions: quantitative bounds via martingale embedding. (English) Zbl 1468.60031 Ann. Probab. 48, No. 5, 2494-2524 (2020). Reviewer: Andriy Olenko (Melbourne) MSC: 60F05 60G57 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Euclid
Alnafisah, Yousef The implementation of approximate coupling in two-dimensional SDEs with invertible diffusion terms. (English) Zbl 1463.60079 Appl. Math., Ser. B (Engl. Ed.) 35, No. 2, 166-183 (2020). MSC: 60H10 × Cite Format Result Cite Review PDF Full Text: DOI
Courtade, Thomas A.; Fathi, Max; Pananjady, Ashwin Existence of Stein kernels under a spectral gap, and discrepancy bounds. (English. French summary) Zbl 1466.60006 Ann. Inst. Henri Poincaré, Probab. Stat. 55, No. 2, 777-790 (2019). MSC: 60B10 60F05 60E15 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Euclid
Zhāng, Xīlíng A multi-dimensional central limit bound and its application to the Euler approximation for Lévy-sdes. (English) Zbl 1411.60092 ESAIM, Probab. Stat. 23, 112-135 (2019). MSC: 60H10 60H35 60J75 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Alnafisah, Yousef The implementation of Milstein scheme in two-dimensional SDEs using the Fourier method. (English) Zbl 1470.65006 Abstr. Appl. Anal. 2018, Article ID 3805042, 7 p. (2018). MSC: 65C30 60H10 × Cite Format Result Cite Review PDF Full Text: DOI
Zhai, Alex A high-dimensional CLT in \(\mathcal {W}_2\) distance with near optimal convergence rate. (English) Zbl 1429.60031 Probab. Theory Relat. Fields 170, No. 3-4, 821-845 (2018). MSC: 60F05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Bobkov, Sergey G. Berry-Esseen bounds and Edgeworth expansions in the central limit theorem for transport distances. (English) Zbl 1414.60011 Probab. Theory Relat. Fields 170, No. 1-2, 229-262 (2018). Reviewer: Fraser Daly (Edinburgh) MSC: 60F05 60E15 62E20 × Cite Format Result Cite Review PDF Full Text: DOI
Withers, Christopher S.; Nadarajah, Saralees Edgeworth-Cornish-Fisher-Hill-Davis expansions for normal and non-normal limits via Bell polynomials. (English) Zbl 1360.60058 Stochastics 87, No. 5, 794-805 (2015). MSC: 60F05 60E05 62E17 × Cite Format Result Cite Review PDF Full Text: DOI
Bobkov, Sergey G. Entropic approach to E. Rio’s central limit theorem for \(W_2\) transport distance. (English) Zbl 1281.60023 Stat. Probab. Lett. 83, No. 7, 1644-1648 (2013). MSC: 60F05 × Cite Format Result Cite Review PDF Full Text: DOI
Withers, Christopher S.; Nadarajah, Saralees Cornish-Fisher expansions about the \(F\)-distribution. (English) Zbl 1430.62043 Appl. Math. Comput. 218, No. 15, 7947-7957 (2012). MSC: 62E17 × Cite Format Result Cite Review PDF Full Text: DOI