Scholarlink

In recent years, there has been tremendous growth in Central Limit Theorems and Gaussian approximations in high dimensions. This article gives a brief review of the main results for different classes of sets for the sample mean and for more general statistics. It also provides selective examples of applications of these results to statistical inference problems in high dimensions. We hope that it will serve as a quick introduction to the topic and will also help interested researchers to identify and make advances on the open problems.

错误：搜索内容不能为空，请输入英文关键词
错误：关键词超出字数限制，请精简
高级检索

The Central Limit Theorem in High-Dimensions and Its Applications

  • 章节

  • 发表日期：

    2025年

查看全文
  • Nilanjan Chakraborty,
  • S. N. Lahiri

摘要

In recent years, there has been tremendous growth in Central Limit Theorems and Gaussian approximations in high dimensions. This article gives a brief review of the main results for different classes of sets for the sample mean and for more general statistics. It also provides selective examples of applications of these results to statistical inference problems in high dimensions. We hope that it will serve as a quick introduction to the topic and will also help interested researchers to identify and make advances on the open problems.