Central limit theorem and bootstrap approximation in high dimensions: near \(1/\sqrt{n}\) rates via implicit smoothing
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Publication:2105180
DOI10.1214/22-AOS2184WikidataQ115021750 ScholiaQ115021750MaRDI QIDQ2105180
Publication date: 8 December 2022
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2009.06004
60F05: Central limit and other weak theorems
62E17: Approximations to statistical distributions (nonasymptotic)
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Nearly optimal central limit theorem and bootstrap approximations in high dimensions, A bootstrap method for spectral statistics in high-dimensional elliptical models
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