Asymptotic Distribution of Quadratic Forms and Applications
By Friedrich Götze, A. Tikhomirov. 2002
51 citations recorded by the source corpus.
Subfields: Mathematical Physics, Statistics and Probability
View Paper: https://www.semanticscholar.org/paper/5b5508a7e333049de1e060034d892071d291d612
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Mathematical Physics
- Giovanni Peccati
- Ivan Nourdin
- Gesine Reinert
- Sourav Chatterjee
- Michel Ledoux
- Matthias Schulte
- Lihu Xu
- Peter Eichelsbacher
In Statistics and Probability
- Giovanni Peccati
- Ivan Nourdin
- Gesine Reinert
- Sourav Chatterjee
- Livio Finos
- Jelle J. Goeman
- H. V. van Houwelingen
- Victor Chernozhukov
Citations in the corpus
- Central limit theorem for signal-to-interference ratio of reduced rank linear receiver (2008, unknown): “For example, we made use of main results from Götze and Tikhomirov ([8], page 426: considering real random variables with the sixth moment) and Bai and Silverstein [3] (requiring Ev4 11 = 3 or E|v11|(4) = 2).”
- Testing against a high-dimensional alternative in the generalized linear model: asymptotic type I error control (2011, result): “This may suggest that the approximate distribution of Theorem 1 is in some sense closer to the data and that the conditions of Theorem 1 might be relaxed to encompass the case of homogeneity testing, possibly along the lines of Götze & Tikhomirov (2002).”
- Stein's Method and Stochastic Analysis of Rademacher Functionals (2008, unknown): “[10], [16] and the references therein.”
- Invariance Principles for Homogeneous Sums: Universality of Gaussian Wiener Chaos (2009, background): “An exhaustive discussion about the best available results on the approximation of the laws of quadratic forms can be found in Götze and Tikhomirov [9].”
- A NEW METHOD OF NORMAL APPROXIMATION (2006, methodology): “The best error bounds were obtained by Götze and Tikhomirov [24, 25].”