scientific article; zbMATH DE number 3565829
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Publication:4137824
Cited in
(14)- Dependence of the Berry-Esseen estimate on the dimension
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- About the Berry-Esseen theorem for weakly dependent sequences
- Beyond Gaussian approximation: bootstrap for maxima of sums of independent random vectors
- A stationary bootstrap test about two mean vectors comparison with somewhat dense differences and fewer sample size than dimension
- Multivariate normal approximation on the Wiener space: new bounds in the convex distance
- Berry-Esseen bounds for multivariate nonlinear statistics with applications to M-estimators and stochastic gradient descent algorithms
- The CLT in high dimensions: quantitative bounds via martingale embedding
- High-dimensional central limit theorems by Stein's method
- A multivariate Berry-Esseen theorem with explicit constants
- Central limit theorem in high dimensions: the optimal bound on dimension growth rate
- A remark on moment-dependent phase transitions in high-dimensional Gaussian approximations
- Large-dimensional central limit theorem with fourth-moment error bounds on convex sets and balls
- A multivariate Berry-Esseen theorem for time-dependent expanding dynamical systems
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