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arXiv · 1905.11014

Gaussian Approximations for Maxima of Random Vectors under $(2+\iota)$-th Moments

Qiang Sun
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Abstract

We derive a Gaussian approximation result for the maximum of a sum of random vectors under $(2+\iota)$-th moments. Our main theorem is abstract and nonasymptotic, and can be applied to a variety of statistical learning problems. The proof uses the Lindeberg telescopic sum device along with some other newly developed technical results.

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Qiang Sun. 2019-05-27. Gaussian Approximations for Maxima of Random Vectors under $(2+\iota)$-th Moments. https://arxiv.org/abs/1905.11014

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