High-dimensional central limit theorems for homogeneous sums
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Publication:6042056
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)
From \(p\)-Wasserstein bounds to moderate deviations ⋮ Central limit theorems for high dimensional dependent data ⋮ Improved central limit theorem and bootstrap approximations in high dimensions
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