Contiguity under high-dimensional Gaussianity with applications to covariance testing
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Publication:6138900
DOI10.1214/22-aap1917arXiv2101.11086OpenAlexW4389342341MaRDI QIDQ6138900
Yandi Shen, Tiefeng Jiang, Qiyang Han
Publication date: 16 January 2024
Published in: The Annals of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2101.11086
Approximations to statistical distributions (nonasymptotic) (62E17) Functional limit theorems; invariance principles (60F17)
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