Central limit theorem and near classical Berry-Esseen rate for self normalized sums in high dimensions
Author:
Affiliation:
1. Department of Mathematics, Indian Institute of Technology, Bombay, Maharashtra 400076, India
Publisher
Bernoulli Society for Mathematical Statistics and Probability
Subject
Statistics and Probability
Reference39 articles.
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2. Chernozhukov, V., Chetverikov, D. and Kato, K. (2016). Empirical and multiplier bootstraps for suprema of empirical processes of increasing complexity, and related Gaussian couplings. Stochastic Process. Appl. 126 3632–3651. 10.1016/j.spa.2016.04.009
3. Chernozhukov, V., Chetverikov, D. and Kato, K. (2017). Central limit theorems and bootstrap in high dimensions. Ann. Probab. 45 2309–2352. 10.1214/16-AOP1113
4. Koike, Y. (2021). Notes on the dimension dependence in high-dimensional central limit theorems for hyperrectangles. Jpn. J. Stat. Data Sci. 4 257–297. 10.1007/s42081-020-00096-7
5. Arratia, R., Goldstein, L. and Gordon, L. (1989). Two moments suffice for Poisson approximations: The Chen-Stein method. Ann. Probab. 17 9–25.
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1. Central limit theorem and near classical Berry-Esseen rate for self normalized sums in high dimensions;Bernoulli;2024-02-01
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