High-dimensional Berry-Esseen Bound for $m$-Dependent Random Samples

Heejong Bong, Arun Kumar Kuchibhotla, Alessandro Rinaldo

In this work, we provide a $(n/m{)}^{-1/2}$-rate finite sample Berry-Esseen bound for $m$-dependent high-dimensional random vectors over the class of hyper-rectangles. This bound imp…