Gaussian approximations for maxima of random vectors under \((2+\iota)\)-th moments

DOI10.1016/j.spl.2019.05.022zbMath1459.62025arXiv1905.11014OpenAlexW2968543479MaRDI QIDQ2288793

Qiang Sun

Publication date: 20 January 2020

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1905.11014

zbMATH Keywords

maximaGaussian approximation

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Approximations to statistical distributions (nonasymptotic) (62E17)

Related Items (1)

High-dimensional CLT: improvements, non-uniform extensions and large deviations

Cites Work

• Gaussian approximation of suprema of empirical processes
• Central limit theorems and bootstrap in high dimensions
• A User's Guide to Measure Theoretic Probability

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