High-dimensional central limit theorems for homogeneous sums
DOI10.1007/s10959-022-01156-2zbMath1514.60036arXiv1902.03809OpenAlexW2915505684WikidataQ113901058 ScholiaQ113901058MaRDI QIDQ6042056
Publication date: 16 May 2023
Published in: Journal of Theoretical Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1902.03809
universalityhigh dimensionsfourth-moment theoremde Jong's theoremrandomized Lindeberg methodStein kernelquantitative CLTPeccati-Tudor-type theorem
Central limit and other weak theorems (60F05) Markov semigroups and applications to diffusion processes (47D07) Approximations to statistical distributions (nonasymptotic) (62E17)
Related Items (3)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Generalization of the Nualart-Peccati criterion
- Classical and free fourth moment theorems: universality and thresholds
- Multivariate Gaussian approximations on Markov chaoses
- Empirical and multiplier bootstraps for suprema of empirical processes of increasing complexity, and related Gaussian couplings
- Gaussian approximation of suprema of empirical processes
- Quantitative de Jong theorems in any dimension
- Stein's method and stochastic analysis of Rademacher functionals
- Chaos of a Markov operator and the fourth moment condition
- Stein's method on Wiener chaos
- A central limit theorem for generalized multilinear forms
- Stein's method and exact Berry-Esseen asymptotics for functionals of Gaussian fields
- Noise stability of functions with low influences: invariance and optimality
- A central limit theorem for generalized quadratic forms
- Limit theorems for polylinear forms
- A note on the rate of convergence in the CLT for empirical processes
- On the fourth moment condition for Rademacher chaos
- Fourth moment theorems on the Poisson space in any dimension
- Gaussian and bootstrap approximations for high-dimensional U-statistics and their applications
- Asymptotic distribution of quadratic forms
- On the dependence of the Berry-Esseen bound on dimension
- Decoupling inequalities for the tail probabilities of multivariate \(U\)- statistics
- Weak convergence and empirical processes. With applications to statistics
- Invariance principles for homogeneous sums: universality of Gaussian Wiener chaos
- Beyond Gaussian approximation: bootstrap for maxima of sums of independent random vectors
- Jackknife multiplier bootstrap: finite sample approximations to the \(U\)-process supremum with applications
- Approximating high-dimensional infinite-order \(U\)-statistics: statistical and computational guarantees
- Randomized incomplete \(U\)-statistics in high dimensions
- Existence of Stein kernels under a spectral gap, and discrepancy bounds
- Stein's method, logarithmic Sobolev and transport inequalities
- Comparison and anti-concentration bounds for maxima of Gaussian random vectors
- Central limit theorems and bootstrap in high dimensions
- A high-dimensional CLT in \(\mathcal {W}_2\) distance with near optimal convergence rate
- Gaussian approximation of maxima of Wiener functionals and its application to high-frequency data
- Mixed-normal limit theorems for multiple Skorohod integrals in high-dimensions, with application to realized covariance
- Gaussian approximations and multiplier bootstrap for maxima of sums of high-dimensional random vectors
- Universal Gaussian fluctuations on the discrete Poisson chaos
- Fourth moment theorems for Markov diffusion generators
- Central limit theorems for sequences of multiple stochastic integrals
- Tail bounds via generic chaining
- The law of iterated logarithm for subordinated Gaussian sequences: uniform Wasserstein bounds
- Normal Approximations with Malliavin Calculus
- Multidimensional limit theorems for homogeneous sums: A survey and a general transfer principle
- Limit Theorems for Multilinear Forms and Quasipolynomial Functions
- Gaussian Hilbert Spaces
- An Adaptive, Rate-Optimal Test of a Parametric Mean-Regression Model Against a Nonparametric Alternative
- Analysis and Geometry of Markov Diffusion Operators
- Moving beyond sub-Gaussianity in high-dimensional statistics: applications in covariance estimation and linear regression
- A Peccati-Tudor type theorem for Rademacher chaoses
This page was built for publication: High-dimensional central limit theorems for homogeneous sums