A remark on moment-dependent phase transitions in high-dimensional Gaussian approximations
Fuente:
arXiv
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| Autori principali: | , |
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| Natura: | Preprint |
| Pubblicazione: |
2023
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| _version_ | 1866910326861070336 |
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| author | Kock, Anders Bredahl Preinerstorfer, David |
| author_facet | Kock, Anders Bredahl Preinerstorfer, David |
| contents | 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. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2310_12863 |
| institution | arXiv |
| publishDate | 2023 |
| record_format | arxiv |
| spellingShingle | A remark on moment-dependent phase transitions in high-dimensional Gaussian approximations Kock, Anders Bredahl Preinerstorfer, David Statistics Theory Econometrics Probability 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. |
| title | A remark on moment-dependent phase transitions in high-dimensional Gaussian approximations |
| topic | Statistics Theory Econometrics Probability |
| url | https://arxiv.org/abs/2310.12863 |