Testing for complete independence in high dimensions : a Berry-Esseen bound

Abstract

An independence test based on the sum of squared sample correlation coefficients was introduced by Schott (2005) and its asymptotic normality was also proved. In this paper, a Berry-Esseen bound with an optimal rate of O(1/√m) is obtained and a general Berry-Esseen bound via Stein's method of exchangeable pair is also established. Key Words: Berry-Esseen bound, independence test, Stein's method, exchangeable pair.

Date of Award	2010
Original language	English
Awarding Institution	The Hong Kong University of Science and Technology