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math.PR2020★ 1 cited
Central Limit Theorem and Near classical Berry-Esseen rate for self normalized sums in high dimensions
Debraj Das
In this article, we are interested in the high dimensional normal approximation of $\sum_{i=1}^{n}X_…
math.PR2020
Central Limit Theorem in High Dimensions : The Optimal Bound on Dimension Growth Rate
Debraj Das, Soumendra Lahiri
In this article, we try to give an answer to the simple question: ``\textit{What is the critical growth rate of the dimension as a function of the sample size for which the…