Notes on the dimension dependence in high-dimensional central limit theorems for hyperrectangles

DOI10.1007/S42081-020-00096-7zbMath1477.60048arXiv1911.00160OpenAlexW3095040609MaRDI QIDQ825324

Yuta Koike

Publication date: 17 December 2021

Published in: Japanese Journal of Statistics and Data Science (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1911.00160

zbMATH Keywords

bootstrapmaximafactor structureanti-concentration inequalityrandomized Lindeberg methodStein kernel

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Approximations to statistical distributions (nonasymptotic) (62E17)

Related Items (9)

Nearly optimal central limit theorem and bootstrap approximations in high dimensions ⋮ Central limit theorem and near classical Berry-Esseen rate for self normalized sums in high dimensions ⋮ Central limit theorems for high dimensional dependent data ⋮ Sequential Gaussian approximation for nonstationary time series in high dimensions ⋮ A remark on moment-dependent phase transitions in high-dimensional Gaussian approximations ⋮ Estimation of smooth functionals in high-dimensional models: bootstrap chains and Gaussian approximation ⋮ Novel multiplier bootstrap tests for high-dimensional data with applications to MANOVA ⋮ Central limit theorem and bootstrap approximation in high dimensions: near \(1/\sqrt{n}\) rates via implicit smoothing ⋮ Improved central limit theorem and bootstrap approximations in high dimensions

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