Central limit theorem and bootstrap approximation in high dimensions: near \(1/\sqrt{n}\) rates via implicit smoothing

DOI10.1214/22-AOS2184WikidataQ115021750 ScholiaQ115021750MaRDI QIDQ2105180

Miles E. Lopes

Publication date: 8 December 2022

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2009.06004

zbMATH Keywords

bootstrapcentral limit theoremhigh dimensionsBerry-Esseen theorem

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Approximations to statistical distributions (nonasymptotic) (62E17)

Related Items (7)

A penalized two-pass regression to predict stock returns with time-varying risk premia ⋮ Nearly optimal central limit theorem and bootstrap approximations in high dimensions ⋮ A bootstrap method for spectral statistics in high-dimensional elliptical models ⋮ Central limit theorem and near classical Berry-Esseen rate for self normalized sums in high dimensions ⋮ Central limit theorems for high dimensional dependent data ⋮ Bridging factor and sparse models ⋮ Universality of regularized regression estimators in high dimensions

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