A remark on moment-dependent phase transitions in high-dimensional Gaussian approximations
From MaRDI portal
Publication:6580275
DOI10.1016/j.spl.2024.110149zbMATH Open1543.60031MaRDI QIDQ6580275
Anders Bredahl Kock, David Preinerstorfer
Publication date: 29 July 2024
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Central limit and other weak theorems (60F05) Nonparametric statistical resampling methods (62G09) Large deviations (60F10) Approximations to statistical distributions (nonasymptotic) (62E17)
Cites Work
- Unnamed Item
- Unnamed Item
- On the rate of convergence in the multivariate CLT
- Notes on the dimension dependence in high-dimensional central limit theorems for hyperrectangles
- Sets which determine the rate of convergence in the central limit theorem
- Extremes and related properties of random sequences and processes
- Convergence determining sets in the central limit theorem
- Gaussian approximation for high dimensional time series
- On the dependence of the Berry-Esseen bound on dimension
- Beyond Gaussian approximation: bootstrap for maxima of sums of independent random vectors
- Central limit theorem and bootstrap approximation in high dimensions: near \(1/\sqrt{n}\) rates via implicit smoothing
- New Edgeworth-type expansions with finite sample guarantees
- Improved central limit theorem and bootstrap approximations in high dimensions
- Bootstrapping max statistics in high dimensions: near-parametric rates under weak variance decay and application to functional and multinomial data
- High-dimensional CLT: improvements, non-uniform extensions and large deviations
- Nonclassical Berry-Esseen inequalities and accuracy of the bootstrap
- Central limit theorems and bootstrap in high dimensions
- Gaussian approximations and multiplier bootstrap for maxima of sums of high-dimensional random vectors
- Central Limit Theorem in high dimensions: The optimal bound on dimension growth rate
- Uniform Estimates of the Rate of Convergence in the Multi-Dimensional Central Limit Theorem
- A Lyapunov-type Bound in Rd
- Large deviations of sums of independent random variables
- Nearly optimal central limit theorem and bootstrap approximations in high dimensions
This page was built for publication: A remark on moment-dependent phase transitions in high-dimensional Gaussian approximations