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11/18/2021
Bounds in L^1 Wasserstein distance on the normal approximation of general M-estimators
We derive quantitative bounds on the rate of convergence in L^1 Wasserst...
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04/03/2020
Relaxing the Gaussian assumption in Shrinkage and SURE in high dimension
Shrinkage estimation is a fundamental tool of modern statistics, pioneer...
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12/06/2018
Higher-order Stein kernels for Gaussian approximation
We introduce higher-order Stein kernels relative to the standard Gaussia...
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04/12/2018