Nearly optimal central limit theorem and bootstrap approximations in high dimensions
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Publication:6104030
DOI10.1214/22-aap1870zbMath1529.60027arXiv2012.09513OpenAlexW4367850813WikidataQ122677444 ScholiaQ122677444MaRDI QIDQ6104030
Denis Chetverikov, Yuta Koike, Victor Chernozhukov
Publication date: 5 June 2023
Published in: The Annals of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2012.09513
central limit theoremBerry-Esseen boundhigh dimensionsbootstrap limit theoremssmoothing inequalities
Central limit and other weak theorems (60F05) Approximations to statistical distributions (nonasymptotic) (62E17)
Related Items
Inference for High-Dimensional Exchangeable Arrays, Bridging factor and sparse models, Universality of regularized regression estimators in high dimensions, Improved central limit theorem and bootstrap approximations in high dimensions
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