Gaussian approximations and multiplier bootstrap for maxima of sums of high-dimensional random vectors
We derive a Gaussian approximation result for the maximum of a sum of high-dimensional random vectors. Specifically, we establish conditions under which the distribution of the maximum is approximated by that of the maximum of a sum of the Gaussian random vectors with the same covariance matrices as...
| Hlavní autoři: | , , |
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| Další autoři: | |
| Médium: | Článek |
| Jazyk: | en_US |
| Vydáno: |
Institute of Mathematical Statistics
2014
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| On-line přístup: | http://hdl.handle.net/1721.1/85688 https://orcid.org/0000-0002-3250-6714 |