Central limit theorem and near classical Berry-Esseen rate for self normalized sums in high dimensions

DOI10.3150/23-bej1597zbMath1530.60023arXiv2012.03758OpenAlexW4388513583MaRDI QIDQ6178560

Debraj Das

Publication date: 16 January 2024

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2012.03758

zbMATH Keywords

Berry-Esseen theoremself-normalized sumStudent \(t\)-statisticuniform central limit theorem (UCLT)

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05)

Cites Work

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