In this paper, quantitative central limit theorems for U-statistics on the q-dimensional torus defined in the framework of the two-sample problem for Poisson processes are derived. In particular, the U-statistics are built over tight frames defined by wavelets, named toroidal needlets, enjoying excellent localization properties in both harmonic and frequency domains. The rates of convergence to Gaussianity for these statistics are obtained by means of the so-called Stein–Malliavin techniques on the Poisson space, as introduced by Peccati et al. (2011) and further developed by Peccati and Zheng (2010) and Bourguin and Peccati (2014). Particular cases of the proposed framework allow to consider the two-sample problem on the circle as well as the local two-sample problem on Rq through a local homeomorphism argument.

On normal approximations for the two-sample problem on multidimensional tori / Bourguin, Solesne; Durastanti, Claudio. - In: JOURNAL OF STATISTICAL PLANNING AND INFERENCE. - ISSN 0378-3758. - 196:(2018), pp. 56-69. [10.1016/j.jspi.2017.10.009]

On normal approximations for the two-sample problem on multidimensional tori

Durastanti, Claudio
2018

Abstract

In this paper, quantitative central limit theorems for U-statistics on the q-dimensional torus defined in the framework of the two-sample problem for Poisson processes are derived. In particular, the U-statistics are built over tight frames defined by wavelets, named toroidal needlets, enjoying excellent localization properties in both harmonic and frequency domains. The rates of convergence to Gaussianity for these statistics are obtained by means of the so-called Stein–Malliavin techniques on the Poisson space, as introduced by Peccati et al. (2011) and further developed by Peccati and Zheng (2010) and Bourguin and Peccati (2014). Particular cases of the proposed framework allow to consider the two-sample problem on the circle as well as the local two-sample problem on Rq through a local homeomorphism argument.
2018
Harmonic analysis on the torus; Needlets; Poisson processes; Stein–Malliavin method; Two-sample problem; U-statistics; Wavelets; Statistics and Probability; Statistics, Probability and Uncertainty; Applied Mathematics
01 Pubblicazione su rivista::01a Articolo in rivista
On normal approximations for the two-sample problem on multidimensional tori / Bourguin, Solesne; Durastanti, Claudio. - In: JOURNAL OF STATISTICAL PLANNING AND INFERENCE. - ISSN 0378-3758. - 196:(2018), pp. 56-69. [10.1016/j.jspi.2017.10.009]
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11573/1266572
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