A remark on moment-dependent phase transitions in high-dimensional Gaussian approximations

• Tác giả: Anders Bredahl Kock, David Preinerstorfer
• Ngôn ngữ: eng
• Ký hiệu phân loại: 511.4 Approximations formerly also 513.24 and expansions
• Thông tin xuất bản: 2023
• Bộ sưu tập: Metadata
• ID: 198347

Tóm tắt

In this article, we study the critical growth rates of dimension below which Gaussian critical values can be used for hypothesis testing but beyond which they cannot. We are particularly interested in how these growth rates depend on the number of moments that the observations possess.