Search Results for author: Yuta Koike

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Nearly optimal central limit theorem and bootstrap approximations in high dimensions

no code implementations17 Dec 2020 Victor Chernozhukov, Denis Chetverikov, Yuta Koike

In this paper, we derive new, nearly optimal bounds for the Gaussian approximation to scaled averages of $n$ independent high-dimensional centered random vectors $X_1,\dots, X_n$ over the class of rectangles in the case when the covariance matrix of the scaled average is non-degenerate.

Probability Statistics Theory Statistics Theory 60F05, 62E17

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