Notes on the dimension dependence in high-dimensional central limit theorems for hyperrectangles
type: Item
instance of: scholarly article
title: Notes on the dimension dependence in high-dimensional central limit theorems for hyperrectangles
zbMATH Open document ID: 1477.60048
author: Yuta Koike
published in: Japanese Journal of Statistics and Data Science
publication date: 2021-12-17T00:00:00Z
full work available at URL: https://arxiv.org/abs/1911.00160
Mathematics Subject Classification ID: 60F05
Mathematics Subject Classification ID: 62E17
zbMATH DE Number: 7447482
zbMATH Keywords: anti-concentration inequality
zbMATH Keywords: bootstrap
zbMATH Keywords: factor structure
zbMATH Keywords: maxima
zbMATH Keywords: randomized Lindeberg method
zbMATH Keywords: Stein kernel
MaRDI profile type: Publication
OpenAlex ID: W3095040609
arXiv ID: 1911.00160
cites work: Uniform post-selection inference for least absolute deviation regression and other Z-estimation problems
cites work: A Lyapunov-type Bound in Rd
cites work: Stein's method for normal approximation in Wasserstein distances with application to the multivariate central limit theorem
cites work: Concentration inequalities. A nonasymptotic theory of independence
cites work: Statistics for high-dimensional data. Methods, theory and applications.
cites work: Gaussian and bootstrap approximations for high-dimensional U-statistics and their applications
cites work: Gaussian approximations and multiplier bootstrap for maxima of sums of high-dimensional random vectors
cites work: Gaussian approximation of suprema of empirical processes
cites work: Comparison and anti-concentration bounds for maxima of Gaussian random vectors
cites work: Empirical and multiplier bootstraps for suprema of empirical processes of increasing complexity, and related Gaussian couplings
cites work: Central limit theorems and bootstrap in high dimensions
cites work: Existence of Stein kernels under a spectral gap, and discrepancy bounds
cites work: Beyond Gaussian approximation: bootstrap for maxima of sums of independent random vectors
cites work: The CLT in high dimensions: quantitative bounds via martingale embedding
cites work: Q4343010
cites work: Stein kernels and moment maps
cites work: Q3084090
cites work: Gaussian approximation of maxima of Wiener functionals and its application to high-frequency data
cites work: High-dimensional CLT: improvements, non-uniform extensions and large deviations
cites work: Asymptotic methods in statistical decision theory
cites work: Stein's method for comparison of univariate distributions
cites work: Bootstrapping max statistics in high dimensions: near-parametric rates under weak variance decay and application to functional and multinomial data
cites work: Q4085017
cites work: Asymptotic Statistics
cites work: Weak convergence and empirical processes. With applications to statistics
cites work: A high-dimensional CLT in \(\mathcal {W}_2\) distance with near optimal convergence rate
DOI: 10.1007/S42081-020-00096-7
description: scientific article