Gaussian approximation for high dimensional vector under physical dependence
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Cites work
- scientific article; zbMATH DE number 50805 (Why is no real title available?)
- scientific article; zbMATH DE number 2199188 (Why is no real title available?)
- A direct estimation of high dimensional stationary vector autoregressions
- Asymptotic normality of some Graph-Related statistics
- Asymptotic theory for stationary processes
- Comparison and anti-concentration bounds for maxima of Gaussian random vectors
- Covariance and precision matrix estimation for high-dimensional time series
- Exact and Approximate Stepdown Methods for Multiple Hypothesis Testing
- Factor modeling for high-dimensional time series: inference for the number of factors
- Gaussian approximation for high dimensional time series
- Gaussian approximations and multiplier bootstrap for maxima of sums of high-dimensional random vectors
- Gaussian approximations for non-stationary multiple time series
- Limit theorems for iterated random functions
- Limiting laws of coherence of random matrices with applications to testing covariance structure and construction of compressed sensing matrices
- Multiple-Change-Point Detection for High Dimensional Time Series via Sparsified Binary Segmentation
- Non-strong mixing autoregressive processes
- Nonlinear system theory: Another look at dependence
- On central limit theorems in geometrical probability
- On normal approximations of distributions in terms of dependency graphs
- On the central limit theorem in \(R^ p\) when p\(\rightarrow \infty\)
- On the dependence of the Berry-Esseen bound on dimension
- On the rate of convergence in the multivariate CLT
- Optimum bounds for the distributions of martingales in Banach spaces
- Self-Normalized Processes
- Stein's method in high dimensions with applications
- Strong approximation for a class of stationary processes
- The Central Limit Theorem for a Sequence of Random Variables with a Slowly Growing Number of Dependences
- The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder).
- Two-Sample Test of High Dimensional Means Under Dependence
Cited in
(28)- Inference for High-Dimensional Exchangeable Arrays
- Time series modeling on dynamic networks
- Relevant change points in high dimensional time series
- Estimation and inference for precision matrices of nonstationary time series
- Inference for change points in high-dimensional data via selfnormalization
- Hypothesis testing for high-dimensional time series via self-normalization
- Bootstrap based inference for sparse high-dimensional time series models
- A remark on moment-dependent phase transitions in high-dimensional Gaussian approximations
- High-dimensional central limit theorems by Stein's method
- Gaussian Approximation and Spatially Dependent Wild Bootstrap for High-Dimensional Spatial Data
- Non-asymptotic properties of spectral decomposition of large Gram-type matrices and applications
- On nonparametric inference for spatial regression models under domain expanding and infill asymptotics
- Central limit theorems for high dimensional dependent data
- Testing the martingale difference hypothesis in high dimension
- Sequential change point detection in high dimensional time series
- Boosting high dimensional predictive regressions with time varying parameters
- Adaptive Testing for Alphas in High-Dimensional Factor Pricing Models
- Frequency Detection and Change Point Estimation for Time Series of Complex Oscillation
- Sequential Gaussian approximation for nonstationary time series in high dimensions
- Second- and higher-order Gaussian anticoncentration inequalities and error bounds in Slepian's comparison theorem
- Uniform nonparametric inference for time series
- Lasso Inference for High-Dimensional Time Series
- Simultaneous statistical inference for second order parameters of time series under weak conditions
- Nearly optimal central limit theorem and bootstrap approximations in high dimensions
- Optimal Gaussian approximation for multiple time series
- Gaussian approximations for maxima of random vectors under \((2+\iota)\)-th moments
- A rank-based high-dimensional test for equality of mean vectors
- Improved central limit theorem and bootstrap approximations in high dimensions
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